+20.0%
KEY vs PSKY
-63.1%
+83.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +2.4% |
| 7D | +0.1% | -24.6% | +24.7% | +11.0% |
| 30D | -8.8% | -36.1% | +27.3% | +8.7% |
| 3M | -6.8% | -34.6% | +27.8% | +5.9% |
| 6M | -5.9% | -40.5% | +34.6% | +11.1% |
| YTD | -0.3% | -47.7% | +47.4% | +20.3% |
| 1Y | +24.0% | -58.4% | +82.4% | +63.4% |
| 3Y | +115.6% | -40.7% | +156.3% | +98.7% |
| 5Y | +10.8% | -80.0% | +90.8% | +60.8% |
| 10Y | +142.6% | -84.4% | +227.0% | +207.2% |
| All | +20.0% | -63.1% | +83.1% | -32.0% |
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