+18.5%
KEY vs PSKY
-27.1%
+45.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | +2.7% | +2.4% | +0.4% | +2.7% |
| 30D | -3.2% | +17.5% | -20.7% | -3.3% |
| 3M | +1.0% | +4.4% | -3.5% | +0.8% |
| 6M | +11.9% | -9.0% | +20.9% | +11.5% |
| YTD | +8.7% | -18.6% | +27.3% | +9.4% |
| 1Y | +18.5% | -27.7% | +46.2% | +21.4% |
| All | +18.5% | -27.1% | +45.6% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling