+150.6%
KMI vs PBR
+552.2%
-401.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | -1.7% | +5.4% | -7.1% | -2.9% |
| 30D | -2.7% | +22.9% | -25.6% | -7.2% |
| 3M | -0.7% | +19.6% | -20.3% | -4.8% |
| 6M | -5.0% | +16.5% | -21.4% | -8.7% |
| YTD | +15.5% | +86.7% | -71.2% | -0.6% |
| 1Y | +16.4% | +74.7% | -58.3% | +1.5% |
| 3Y | +114.2% | +102.6% | +11.6% | +76.8% |
| All | +150.6% | +552.2% | -401.6% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling