+552.0%
KGC vs PSKY
-12.8%
+564.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.3% |
| 7D | +2.4% | +2.4% | +0.1% | +2.2% |
| 30D | +9.2% | +17.5% | -8.3% | +7.5% |
| 3M | +16.7% | +4.4% | +12.3% | +16.1% |
| 6M | -7.0% | -9.0% | +2.0% | -6.6% |
| YTD | +7.5% | -18.6% | +26.1% | +8.6% |
| 1Y | +34.4% | -27.7% | +62.1% | +36.8% |
| 3Y | +552.0% | -16.9% | +568.8% | +532.8% |
| All | +552.0% | -12.8% | +564.7% | +532.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling