+108.8%
KMI vs PSLV
+56.0%
+52.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -0.9% |
| 7D | -2.1% | -4.9% | +2.8% | -1.5% |
| 30D | -1.7% | -1.9% | +0.2% | -1.6% |
| 3M | -1.9% | +4.2% | -6.1% | -2.7% |
| 6M | -4.3% | -27.6% | +23.2% | -1.5% |
| YTD | +15.8% | -11.7% | +27.5% | +13.9% |
| 1Y | +17.6% | +49.3% | -31.7% | +6.4% |
| 3Y | +113.1% | +167.1% | -54.0% | +75.1% |
| 5Y | +154.0% | +151.7% | +2.3% | +108.9% |
| 10Y | +133.1% | +187.0% | -53.8% | +82.5% |
| All | +108.8% | +56.0% | +52.8% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling