-8.0%
KMB vs PSA
+13.6%
-21.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.0% | -3.7% | +0.6% | -2.0% |
| 30D | -5.5% | -7.7% | +2.3% | -3.3% |
| 3M | +14.0% | -0.6% | +14.6% | +14.3% |
| 6M | +4.1% | -0.9% | +5.0% | +4.3% |
| YTD | +8.0% | +18.7% | -10.6% | +3.3% |
| 1Y | -13.7% | +7.6% | -21.4% | -15.5% |
| 3Y | -5.9% | +23.7% | -29.6% | -11.4% |
| All | -8.0% | +13.6% | -21.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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