+129.5%
KMI vs PSKY
-74.6%
+204.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -1.7% | -2.4% | +0.7% | -1.4% |
| 30D | -2.7% | +11.6% | -14.3% | -4.6% |
| 3M | -0.7% | +1.5% | -2.2% | -1.2% |
| 6M | -5.0% | +7.7% | -12.7% | -6.9% |
| YTD | +15.5% | -20.1% | +35.6% | +18.2% |
| 1Y | +16.4% | -38.3% | +54.7% | +23.8% |
| 3Y | +114.2% | -17.7% | +131.9% | +102.9% |
| 5Y | +153.3% | -69.9% | +223.1% | +186.2% |
| All | +129.5% | -74.6% | +204.1% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling