+114.5%
PSLV vs KIM
+188.6%
-74.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | +3.5% | -1.7% | +5.2% | +3.6% |
| 3M | +0.3% | -0.8% | +1.1% | +0.2% |
| 6M | -21.0% | +4.4% | -25.4% | -21.5% |
| YTD | -8.9% | +21.2% | -30.2% | -11.2% |
| 1Y | +54.0% | +10.5% | +43.4% | +51.7% |
| 3Y | +175.4% | +47.5% | +128.0% | +160.7% |
| 5Y | +157.7% | +37.1% | +120.6% | +144.3% |
| 10Y | +184.9% | +29.5% | +155.4% | +173.2% |
| All | +114.5% | +188.6% | -74.0% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling