-70.3%
PSKY vs KIM
+37.7%
-108.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.0% |
| 7D | +2.4% | -0.3% | +2.7% | +2.6% |
| 30D | +17.5% | -1.7% | +19.2% | +18.7% |
| 3M | +4.4% | -0.8% | +5.3% | +4.3% |
| 6M | -9.0% | +4.4% | -13.4% | -12.6% |
| YTD | -18.6% | +21.2% | -39.8% | -29.7% |
| 1Y | -27.7% | +10.5% | -38.3% | -33.5% |
| 3Y | -16.9% | +47.5% | -64.4% | -39.4% |
| 5Y | -70.3% | +37.1% | -107.4% | -77.4% |
| All | -70.3% | +37.7% | -108.0% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling