-42.1%
KWEB vs PSKY
-70.1%
+28.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.3% |
| 7D | -5.6% | -2.4% | -3.2% | -5.2% |
| 30D | -10.7% | +11.6% | -22.3% | -12.5% |
| 3M | -7.4% | +1.5% | -8.9% | -7.9% |
| 6M | -19.3% | +7.7% | -27.0% | -20.9% |
| YTD | -27.8% | -20.1% | -7.6% | -25.7% |
| 1Y | -35.9% | -38.3% | +2.3% | -31.3% |
| 3Y | -1.9% | -17.7% | +15.8% | -7.4% |
| All | -42.1% | -70.1% | +28.1% | -22.6% |
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 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