+1,202.7%
KDP vs PSKY
-58.0%
+1,260.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | -0.8% |
| 7D | +9.0% | -24.6% | +33.6% | -2.6% |
| 30D | +10.4% | -36.1% | +46.6% | -8.5% |
| 3M | +215.7% | -84.9% | +300.7% | +161.8% |
| 6M | +215.7% | -84.9% | +300.7% | +161.8% |
| YTD | +215.7% | -84.9% | +300.7% | +161.8% |
| 1Y | +215.7% | -84.9% | +300.7% | +161.8% |
| 3Y | +215.7% | -84.9% | +300.7% | +161.8% |
| 5Y | +215.7% | -84.9% | +300.7% | +161.8% |
| 10Y | +213.6% | -84.4% | +298.0% | +158.1% |
| All | +1,202.7% | -58.0% | +1,260.7% | +630.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling