+670.8%
KO vs PSKY
-43.6%
+714.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | +0.2% | -2.4% | +2.6% | +0.5% |
| 30D | +1.8% | +11.6% | -9.8% | +0.4% |
| 3M | +7.7% | +1.5% | +6.1% | +7.3% |
| 6M | +15.3% | +7.7% | +7.5% | +13.6% |
| YTD | +28.0% | -20.1% | +48.1% | +30.1% |
| 1Y | +34.3% | -38.3% | +72.5% | +40.2% |
| 3Y | +63.8% | -17.7% | +81.5% | +57.9% |
| 5Y | +84.1% | -69.9% | +154.0% | +97.2% |
| 10Y | +185.4% | -74.7% | +260.1% | +182.8% |
| All | +670.8% | -43.6% | +714.5% | +514.1% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling