+9.1%
PSLV vs KIM
+33.1%
-24.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.4% | +6.5% |
| 7D | -2.6% | +10.6% | -13.2% | -0.6% |
| 30D | -14.2% | +17.5% | -31.6% | -11.4% |
| 3M | -12.2% | +4.7% | -17.0% | -11.4% |
| 6M | -28.1% | +13.1% | -41.2% | -27.0% |
| YTD | -28.2% | +32.1% | -60.3% | -20.7% |
| 1Y | +9.1% | +32.7% | -23.5% | +20.0% |
| All | +9.1% | +33.1% | -24.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling