+365.6%
KGC vs PSKY
-42.2%
+407.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.5% |
| 3M | +8.1% | +2.2% | +5.9% | +7.6% |
| 6M | -8.8% | -9.0% | +0.2% | -7.9% |
| YTD | +10.1% | -18.1% | +28.2% | +12.3% |
| 1Y | +44.2% | -25.1% | +69.3% | +48.0% |
| 3Y | +533.0% | -16.3% | +549.4% | +511.5% |
| 5Y | +443.0% | -70.4% | +513.4% | +492.9% |
| 10Y | +678.6% | -74.2% | +752.7% | +688.2% |
| All | +365.6% | -42.2% | +407.8% | +241.5% |
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