+14.9%
PSA vs KEYS
+87.1%
-72.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.3% | -0.1% |
| 7D | -1.8% | +3.5% | -5.3% | -2.5% |
| 30D | -8.4% | -4.5% | -3.9% | -7.7% |
| 3M | -7.8% | -0.4% | -7.4% | -8.4% |
| 6M | +0.8% | +19.1% | -18.3% | -3.9% |
| YTD | +16.5% | +66.7% | -50.2% | +1.9% |
| 1Y | +4.7% | +96.5% | -91.8% | -12.5% |
| 3Y | +21.1% | +155.2% | -134.1% | -8.7% |
| All | +14.9% | +87.1% | -72.2% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 5y: compounded portfolio wealth divided by compounded KEYS 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…
5y analysis · Full analysis span regression · 6 months rolling