+152.5%
KRE vs PSKY
-34.8%
+187.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +2.3% | +2.4% | 0.0% | +1.5% |
| 30D | -2.5% | +17.5% | -20.0% | -8.0% |
| 3M | +6.2% | +4.4% | +1.8% | +3.9% |
| 6M | +15.8% | -9.0% | +24.8% | +17.4% |
| YTD | +16.0% | -18.6% | +34.6% | +19.9% |
| 1Y | +16.2% | -27.7% | +43.9% | +22.3% |
| 3Y | +86.4% | -16.9% | +103.3% | +64.8% |
| 5Y | +33.0% | -70.3% | +103.2% | +63.0% |
| 10Y | +123.0% | -74.9% | +197.9% | +137.2% |
| All | +152.5% | -34.8% | +187.3% | +71.2% |
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