+44.2%
KGC vs PSKY
-26.0%
+70.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -2.0% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +20.3% | +24.0% | -3.7% | +16.3% |
| 3M | +8.1% | +2.2% | +5.9% | +7.4% |
| 6M | -8.8% | -9.0% | +0.2% | -8.5% |
| YTD | +10.1% | -18.1% | +28.2% | +11.3% |
| 1Y | +44.2% | -25.1% | +69.3% | +47.3% |
| All | +44.2% | -26.0% | +70.2% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling