+119.5%
KMI vs PCOR
-9.0%
+128.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.9% |
| 7D | -6.5% | +22.2% | -28.7% | -7.8% |
| 30D | -5.1% | +36.0% | -41.1% | -7.1% |
| 3M | 0.0% | +34.0% | -34.0% | -2.2% |
| 6M | -0.9% | +43.5% | -44.4% | -3.8% |
| YTD | +15.4% | +5.1% | +10.3% | +14.6% |
| 1Y | +19.5% | -3.9% | +23.4% | +19.6% |
| 3Y | +116.3% | +52.9% | +63.4% | +104.9% |
| 5Y | +136.6% | -18.7% | +155.2% | +125.5% |
| All | +119.5% | -9.0% | +128.4% | +110.4% |
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