+34.5%
KMB vs PSKY
-85.0%
+119.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.3% | +1.6% |
| 7D | +8.2% | -24.6% | +32.7% | +8.8% |
| 30D | +6.5% | -36.1% | +42.7% | +7.6% |
| 3M | +10.2% | -37.1% | +47.3% | +11.0% |
| 6M | +10.5% | -40.5% | +51.1% | +11.7% |
| YTD | +8.7% | -47.7% | +56.4% | +10.3% |
| 1Y | -7.3% | -58.4% | +51.1% | -4.9% |
| 3Y | -1.8% | -40.7% | +38.8% | -3.2% |
| 5Y | -3.8% | -80.0% | +76.3% | +0.6% |
| All | +34.5% | -85.0% | +119.6% | +37.4% |
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