+179.8%
KDP vs PSKY
-76.1%
+255.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +3.9% | -1.0% |
| 7D | -1.6% | -6.8% | +5.3% | -1.0% |
| 30D | +9.5% | +10.2% | -0.8% | +8.7% |
| 3M | +2.6% | +0.3% | +2.3% | +2.5% |
| 6M | +15.6% | -7.8% | +23.4% | +15.9% |
| YTD | +17.3% | -23.0% | +40.3% | +19.0% |
| 1Y | +20.1% | -31.6% | +51.8% | +22.5% |
| 3Y | +4.9% | -21.3% | +26.2% | +3.1% |
| 5Y | +5.0% | -71.5% | +76.5% | +11.6% |
| 10Y | +179.8% | -75.6% | +255.4% | +155.0% |
| All | +179.8% | -76.1% | +255.9% | +155.0% |
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