+123.9%
KMI vs PCOR
-9.2%
+133.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | -5.1% | +20.7% | -25.8% | -6.3% |
| 30D | -3.1% | +35.7% | -38.8% | -5.2% |
| 3M | +0.2% | +31.1% | -30.8% | -1.8% |
| 6M | +1.1% | +43.1% | -42.0% | -1.9% |
| YTD | +17.7% | +4.8% | +12.9% | +16.9% |
| 1Y | +19.6% | -3.7% | +23.3% | +19.7% |
| 3Y | +117.6% | +46.5% | +71.1% | +106.8% |
| 5Y | +143.1% | -17.3% | +160.4% | +131.6% |
| All | +123.9% | -9.2% | +133.1% | +114.7% |
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