+6.5%
KDP vs PSKY
-70.2%
+76.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | +2.1% | +2.4% | -0.3% | +2.0% |
| 30D | +8.5% | +17.5% | -9.1% | +7.7% |
| 3M | +6.6% | +4.4% | +2.2% | +6.4% |
| 6M | +17.1% | -9.0% | +26.1% | +17.3% |
| YTD | +19.0% | -18.6% | +37.6% | +19.8% |
| 1Y | +21.8% | -27.7% | +49.5% | +22.9% |
| 3Y | +6.4% | -16.9% | +23.3% | +5.0% |
| All | +6.5% | -70.2% | +76.8% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling