+33.1%
KEY vs PSKY
-42.2%
+75.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | -3.0% | +24.0% | -27.0% | -12.3% |
| 3M | +3.3% | +2.2% | +1.2% | +1.3% |
| 6M | +9.2% | -9.0% | +18.2% | +10.8% |
| YTD | +10.6% | -18.1% | +28.8% | +14.7% |
| 1Y | +20.4% | -25.1% | +45.5% | +25.6% |
| 3Y | +121.8% | -16.3% | +138.2% | +85.3% |
| 5Y | +41.1% | -70.4% | +111.5% | +81.5% |
| 10Y | +168.5% | -74.2% | +242.7% | +181.0% |
| All | +33.1% | -42.2% | +75.4% | -35.1% |
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