+52.2%
PSA vs KEEL
+280.1%
-227.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +0.1% |
| 7D | -3.6% | +2.7% | -6.3% | -3.7% |
| 30D | -9.4% | +4.6% | -13.9% | -9.5% |
| 3M | -8.2% | -34.5% | +26.3% | -7.7% |
| 6M | -1.8% | +59.3% | -61.1% | -3.4% |
| YTD | +15.7% | +46.4% | -30.6% | +13.8% |
| 1Y | +6.3% | +96.6% | -90.3% | +3.3% |
| 3Y | +21.6% | +182.0% | -160.4% | +15.3% |
| 5Y | +13.5% | -38.2% | +51.7% | +7.8% |
| All | +52.2% | +280.1% | -227.9% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KEEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling