+154.0%
KMI vs PSKY
-71.2%
+225.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.6% |
| 7D | -2.1% | -6.0% | +3.9% | -1.5% |
| 30D | -1.7% | +10.7% | -12.3% | -2.6% |
| 3M | -1.9% | +1.2% | -3.0% | -2.1% |
| 6M | -4.3% | +1.5% | -5.8% | -4.9% |
| YTD | +15.8% | -21.8% | +37.6% | +17.7% |
| 1Y | +17.6% | -30.2% | +47.7% | +20.2% |
| 3Y | +113.1% | -20.1% | +133.2% | +108.0% |
| 5Y | +154.0% | -70.5% | +224.5% | +195.2% |
| All | +154.0% | -71.2% | +225.1% | +195.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling