+231.7%
KDP vs PSKY
-84.9%
+316.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.4% |
| 7D | +9.0% | -24.6% | +33.6% | +9.8% |
| 30D | +10.4% | -36.1% | +46.6% | +11.8% |
| 3M | +36.8% | -53.8% | +90.6% | +38.7% |
| 6M | +36.8% | -53.8% | +90.6% | +38.7% |
| YTD | +36.8% | -53.8% | +90.6% | +38.7% |
| 1Y | +28.9% | -58.4% | +87.2% | +31.8% |
| 3Y | +32.5% | -40.7% | +73.2% | +27.8% |
| 5Y | +12.0% | -80.0% | +92.0% | +17.7% |
| All | +231.7% | -84.9% | +316.6% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling