+695.1%
KGC vs PSKY
-85.2%
+780.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.3% |
| 7D | +1.2% | -24.6% | +25.7% | +4.4% |
| 30D | -14.8% | -36.1% | +21.4% | -10.1% |
| 3M | -24.3% | -36.0% | +11.7% | -19.9% |
| 6M | -28.9% | -40.5% | +11.6% | -24.3% |
| YTD | -14.4% | -47.7% | +33.3% | -8.3% |
| 1Y | -12.6% | -58.4% | +45.8% | -4.9% |
| 3Y | +381.1% | -40.7% | +421.8% | +397.6% |
| 5Y | +328.0% | -80.0% | +408.1% | +364.6% |
| All | +695.1% | -85.2% | +780.3% | +646.7% |
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