+129.1%
KMI vs PCOR
-7.6%
+136.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +6.5% | +3.0% | +3.5% | +6.3% |
| 30D | -3.4% | +38.7% | -42.1% | -5.6% |
| 3M | +0.4% | +24.9% | -24.5% | -1.3% |
| 6M | -0.9% | +68.8% | -69.7% | -5.1% |
| YTD | +20.5% | +6.7% | +13.8% | +19.5% |
| 1Y | +23.2% | +3.0% | +20.2% | +22.6% |
| 3Y | +121.6% | +48.6% | +73.0% | +110.5% |
| 5Y | +149.1% | -12.7% | +161.8% | +136.9% |
| All | +129.1% | -7.6% | +136.7% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling