+169.3%
KEY vs PSKY
-76.1%
+245.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +1.3% |
| 7D | -0.3% | -6.8% | +6.5% | +1.7% |
| 30D | -3.3% | +10.2% | -13.5% | -6.1% |
| 3M | -0.7% | +0.3% | -1.0% | -1.4% |
| 6M | +12.5% | -7.8% | +20.3% | +13.4% |
| YTD | +8.4% | -23.0% | +31.4% | +13.6% |
| 1Y | +18.4% | -31.6% | +50.1% | +26.2% |
| 3Y | +123.3% | -21.3% | +144.7% | +105.9% |
| 5Y | +38.8% | -71.5% | +110.3% | +74.3% |
| 10Y | +169.3% | -75.6% | +244.9% | +125.4% |
| All | +169.3% | -76.1% | +245.4% | +125.4% |
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