+1,080.2%
KEYS vs PSKY
-74.2%
+1,154.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +4.4% | +2.4% | +2.1% | +4.0% |
| 30D | -2.2% | +17.5% | -19.7% | -4.7% |
| 3M | +0.5% | +4.4% | -3.9% | -0.4% |
| 6M | +22.4% | -9.0% | +31.4% | +23.2% |
| YTD | +64.1% | -18.6% | +82.7% | +67.2% |
| 1Y | +97.0% | -27.7% | +124.7% | +102.7% |
| 3Y | +152.0% | -16.9% | +168.9% | +141.9% |
| 5Y | +83.7% | -70.3% | +154.0% | +103.0% |
| 10Y | +997.9% | -74.9% | +1,072.8% | +1,016.9% |
| All | +1,080.2% | -74.2% | +1,154.4% | +1,062.2% |
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