+32.4%
KRE vs PSKY
-71.6%
+104.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.2% |
| 7D | -1.1% | -6.8% | +5.8% | +0.2% |
| 30D | -3.4% | +10.2% | -13.6% | -5.1% |
| 3M | +3.7% | +0.3% | +3.4% | +3.3% |
| 6M | +14.8% | -7.8% | +22.5% | +15.5% |
| YTD | +14.7% | -23.0% | +37.6% | +18.4% |
| 1Y | +16.0% | -31.6% | +47.7% | +21.3% |
| 3Y | +84.3% | -21.3% | +105.6% | +75.2% |
| All | +32.4% | -71.6% | +104.0% | +69.3% |
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