+20.4%
KWEB vs PSKY
-75.0%
+95.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.2% |
| 7D | -5.6% | -2.4% | -3.2% | -5.1% |
| 30D | -10.7% | +11.6% | -22.3% | -12.7% |
| 3M | -7.4% | +1.5% | -8.9% | -8.0% |
| 6M | -19.3% | +7.7% | -27.0% | -21.1% |
| YTD | -27.8% | -20.1% | -7.6% | -25.7% |
| 1Y | -35.9% | -38.3% | +2.3% | -31.2% |
| 3Y | -1.9% | -17.7% | +15.8% | -7.0% |
| 5Y | -43.2% | -69.9% | +26.7% | -35.2% |
| 10Y | -21.2% | -74.7% | +53.6% | -13.8% |
| All | +20.4% | -75.0% | +95.4% | +33.3% |
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 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