-10.9%
KMB vs PSKY
-70.7%
+59.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.9% |
| 7D | -2.7% | +2.4% | -5.1% | -2.8% |
| 30D | -5.0% | +17.5% | -22.5% | -5.5% |
| 3M | +6.6% | +4.4% | +2.1% | +6.4% |
| 6M | +1.0% | -9.0% | +10.0% | +1.2% |
| YTD | +6.0% | -18.6% | +24.6% | +6.4% |
| 1Y | -16.6% | -27.7% | +11.1% | -16.1% |
| 3Y | -8.6% | -16.9% | +8.2% | -9.4% |
| 5Y | -10.9% | -70.3% | +59.4% | -7.9% |
| All | -10.9% | -70.7% | +59.8% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling