+105.1%
KEY vs PSKY
-44.4%
+149.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +0.7% |
| 7D | +0.1% | -24.6% | +24.7% | +2.4% |
| 30D | -8.8% | -36.1% | +27.3% | -5.3% |
| 3M | -6.8% | -34.6% | +27.8% | -3.9% |
| 6M | -5.9% | -40.5% | +34.6% | -2.0% |
| YTD | -0.3% | -47.7% | +47.4% | +5.0% |
| 1Y | +24.0% | -58.4% | +82.4% | +34.4% |
| All | +105.1% | -44.4% | +149.5% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling