+26.6%
KMI vs PBR
+74.7%
-48.1%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.0% | +2.9% | -2.8% |
| 7D | -5.2% | -11.0% | +5.7% | -3.2% |
| 30D | +1.2% | -18.8% | +20.0% | +4.9% |
| 3M | +1.3% | +7.8% | -6.5% | -0.3% |
| 6M | -1.1% | -7.6% | +6.4% | -0.1% |
| YTD | +19.0% | +72.7% | -53.7% | +3.5% |
| 1Y | +26.6% | +72.9% | -46.4% | +9.8% |
| All | +26.6% | +74.7% | -48.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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