+290.9%
KMB vs PSKY
-63.1%
+354.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.3% | +1.4% |
| 7D | +8.2% | -24.6% | +32.7% | +8.2% |
| 30D | +6.5% | -36.1% | +42.7% | +6.6% |
| 3M | +30.8% | -85.0% | +115.8% | +31.2% |
| 6M | +30.8% | -85.0% | +115.8% | +31.2% |
| YTD | +30.8% | -85.0% | +115.8% | +31.2% |
| 1Y | +30.8% | -85.0% | +115.8% | +31.2% |
| 3Y | +30.8% | -85.0% | +115.8% | +31.2% |
| 5Y | +30.8% | -85.0% | +115.8% | +31.2% |
| 10Y | +25.2% | -84.4% | +109.6% | +24.7% |
| All | +290.9% | -63.1% | +354.0% | +221.4% |
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 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