+150.6%
KMI vs PSLV
+154.2%
-3.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.7% | -3.5% | +1.7% | -1.5% |
| 30D | -2.7% | -2.1% | -0.6% | -2.7% |
| 3M | -0.7% | -1.6% | +1.0% | -0.7% |
| 6M | -5.0% | -25.5% | +20.5% | -2.8% |
| YTD | +15.5% | -11.4% | +26.9% | +12.0% |
| 1Y | +16.4% | +48.6% | -32.1% | +1.4% |
| 3Y | +114.2% | +166.9% | -52.7% | +60.3% |
| All | +150.6% | +154.2% | -3.7% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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