+115.7%
KMI vs PSA
+384.3%
-268.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | -0.4% | -0.4% | 0.0% | -0.2% |
| 30D | +3.7% | -8.2% | +11.8% | +6.6% |
| 3M | +3.2% | -2.1% | +5.3% | +3.7% |
| 6M | -3.0% | -0.2% | -2.8% | -3.5% |
| YTD | +19.7% | +18.5% | +1.2% | +11.7% |
| 1Y | +25.6% | +6.6% | +19.0% | +21.6% |
| 3Y | +120.2% | +24.5% | +95.8% | +97.4% |
| 5Y | +160.5% | +13.6% | +146.9% | +137.0% |
| 10Y | +134.8% | +102.0% | +32.9% | +64.1% |
| All | +115.7% | +384.3% | -268.5% | -7.7% |
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