+1,844.7%
KMB vs PSA
+16,026.4%
-14,181.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +0.5% | +3.9% | -3.5% | -0.3% |
| 30D | +12.4% | +19.7% | -7.3% | +8.4% |
| 3M | +1.0% | +4.3% | -3.3% | +0.1% |
| 6M | +12.1% | +11.4% | +0.8% | +9.7% |
| YTD | +11.6% | +33.9% | -22.3% | +5.2% |
| 1Y | +13.1% | +28.3% | -15.2% | +7.4% |
| 3Y | +1.6% | +53.5% | -51.9% | -7.3% |
| 5Y | -0.3% | +30.6% | -30.9% | -7.1% |
| 10Y | +37.9% | +145.8% | -107.8% | +13.1% |
| All | +1,844.7% | +16,026.4% | -14,181.7% | +953.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling