+1,018.0%
KEYS vs PSKY
-74.6%
+1,092.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.7% |
| 7D | +3.5% | -2.4% | +5.9% | +3.8% |
| 30D | -4.5% | +11.6% | -16.1% | -6.0% |
| 3M | -0.4% | +1.5% | -1.9% | -0.9% |
| 6M | +19.1% | +7.7% | +11.4% | +17.0% |
| YTD | +66.7% | -20.1% | +86.8% | +70.1% |
| 1Y | +96.5% | -38.3% | +134.7% | +107.2% |
| 3Y | +155.2% | -17.7% | +172.9% | +145.9% |
| 5Y | +88.0% | -69.9% | +157.9% | +105.5% |
| All | +1,018.0% | -74.6% | +1,092.6% | +1,055.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling