-85.4%
PSKY vs KIM
+46.7%
-132.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -5.2% |
| 7D | -24.6% | +3.4% | -27.9% | -25.5% |
| 30D | -36.1% | -1.3% | -34.8% | -35.7% |
| 3M | -54.8% | +16.6% | -71.4% | -63.2% |
| 6M | -54.8% | +16.6% | -71.4% | -63.2% |
| YTD | -54.8% | +16.6% | -71.4% | -63.2% |
| 1Y | -58.4% | +11.1% | -69.4% | -65.2% |
| 3Y | -40.7% | +53.5% | -94.1% | -58.4% |
| 5Y | -80.0% | +27.3% | -107.3% | -84.6% |
| All | -85.4% | +46.7% | -132.1% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling