+41.2%
KEY vs PSKY
-70.3%
+111.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | -3.0% | +24.0% | -27.0% | -7.5% |
| 3M | +3.3% | +2.2% | +1.2% | +2.5% |
| 6M | +9.2% | -9.0% | +18.2% | +10.3% |
| YTD | +10.6% | -18.1% | +28.8% | +13.5% |
| 1Y | +20.4% | -25.1% | +45.5% | +24.2% |
| 3Y | +121.8% | -16.3% | +138.2% | +105.7% |
| All | +41.2% | -70.3% | +111.5% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling