+655.3%
KGC vs PSKY
-75.1%
+730.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.4% |
| 7D | -8.4% | -6.0% | -2.4% | -8.0% |
| 30D | +6.3% | +10.7% | -4.3% | +5.4% |
| 3M | +22.4% | +1.2% | +21.3% | +22.2% |
| 6M | -11.4% | +1.5% | -12.9% | -11.7% |
| YTD | +3.1% | -21.8% | +24.9% | +4.7% |
| 1Y | +26.6% | -30.2% | +56.8% | +29.2% |
| 3Y | +525.6% | -20.1% | +545.7% | +517.8% |
| 5Y | +451.7% | -70.5% | +522.2% | +467.5% |
| All | +655.3% | -75.1% | +730.4% | +588.8% |
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