+14.7%
KMB vs PSKY
-76.1%
+90.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -3.8% |
| 7D | -8.6% | -6.8% | -1.8% | -8.3% |
| 30D | -7.5% | +10.2% | -17.8% | -8.0% |
| 3M | -0.6% | +0.3% | -0.9% | -0.7% |
| 6M | -1.5% | -7.8% | +6.2% | -1.3% |
| YTD | +1.6% | -23.0% | +24.6% | +2.6% |
| 1Y | -20.8% | -31.6% | +10.9% | -19.7% |
| 3Y | -12.4% | -21.3% | +8.9% | -13.4% |
| 5Y | -12.9% | -71.5% | +58.5% | -9.3% |
| 10Y | +14.7% | -75.6% | +90.3% | +15.2% |
| All | +14.7% | -76.1% | +90.8% | +15.2% |
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