+19.0%
KMI vs PCOR
-2.3%
+21.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -10.8% | +22.7% | -33.5% | -9.4% |
| 30D | -5.0% | +37.5% | -42.5% | -3.2% |
| 3M | -3.4% | +35.2% | -38.6% | -1.5% |
| 6M | -3.4% | +42.2% | -45.6% | -1.1% |
| YTD | +13.1% | +3.6% | +9.5% | +15.1% |
| 1Y | +19.0% | -4.8% | +23.8% | +23.1% |
| All | +19.0% | -2.3% | +21.3% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling