+81.6%
KO vs PSKY
-70.7%
+152.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.3% |
| 7D | -1.1% | -6.0% | +4.9% | -0.9% |
| 30D | +1.6% | +10.7% | -9.1% | +1.2% |
| 3M | +5.8% | +1.2% | +4.6% | +5.7% |
| 6M | +14.3% | +1.5% | +12.8% | +14.0% |
| YTD | +27.3% | -21.8% | +49.1% | +28.1% |
| 1Y | +33.2% | -30.2% | +63.3% | +34.3% |
| 3Y | +64.5% | -20.1% | +84.6% | +62.7% |
| All | +81.6% | -70.7% | +152.4% | +86.5% |
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