+138.6%
KRE vs PSKY
-58.1%
+196.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.3% |
| 7D | +1.2% | -24.6% | +25.7% | +2.4% |
| 30D | -5.3% | -36.1% | +30.9% | -3.4% |
| 3M | +81.2% | -85.1% | +166.3% | +85.6% |
| 6M | +81.2% | -85.1% | +166.3% | +85.6% |
| YTD | +81.2% | -85.1% | +166.3% | +85.6% |
| 1Y | +81.2% | -85.1% | +166.3% | +85.6% |
| 3Y | +81.2% | -85.1% | +166.3% | +85.6% |
| 5Y | +81.2% | -85.1% | +166.3% | +85.6% |
| 10Y | +113.5% | -84.4% | +197.9% | +113.6% |
| All | +138.6% | -58.1% | +196.7% | +49.6% |
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