-31.2%
PSKY vs KIM
+10.7%
-42.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.3% |
| 7D | -6.8% | -1.0% | -5.9% | -6.7% |
| 30D | +10.2% | -1.1% | +11.3% | +10.4% |
| 3M | +0.3% | -5.3% | +5.6% | +0.9% |
| 6M | -7.8% | +3.9% | -11.7% | -9.6% |
| YTD | -23.0% | +20.3% | -43.2% | -29.4% |
| All | -31.2% | +10.7% | -42.0% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling