+168.2%
PSA vs KEYS
+1,067.2%
-899.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -3.6% | +0.9% | -4.6% | -3.8% |
| 30D | -9.4% | -5.3% | -4.1% | -8.7% |
| 3M | -8.2% | +0.5% | -8.7% | -9.0% |
| 6M | -1.8% | +14.0% | -15.9% | -5.0% |
| YTD | +15.7% | +60.3% | -44.5% | +4.5% |
| 1Y | +6.3% | +91.3% | -85.0% | -7.6% |
| 3Y | +21.6% | +146.1% | -124.6% | -0.9% |
| 5Y | +13.5% | +80.8% | -67.3% | -3.3% |
| 10Y | +101.3% | +1,002.8% | -901.5% | +32.2% |
| All | +168.2% | +1,067.2% | -899.1% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling