+1,117.5%
KDP vs PSKY
-34.3%
+1,151.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +6.0% | +24.0% | -18.0% | +3.0% |
| 3M | +9.2% | +2.2% | +7.0% | +8.7% |
| 6M | +14.7% | -9.0% | +23.7% | +15.4% |
| YTD | +19.2% | -18.1% | +37.3% | +21.1% |
| 1Y | +15.2% | -25.1% | +40.3% | +17.5% |
| 3Y | +6.0% | -16.3% | +22.3% | +1.7% |
| 5Y | +5.4% | -70.4% | +75.8% | +14.3% |
| 10Y | +171.9% | -74.2% | +246.0% | +171.4% |
| All | +1,117.5% | -34.3% | +1,151.8% | +738.2% |
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