+121.6%
KMI vs PCOR
+50.0%
+71.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +6.5% | +3.0% | +3.5% | +6.4% |
| 30D | -3.4% | +38.7% | -42.1% | -5.1% |
| 3M | +0.4% | +24.9% | -24.5% | -0.8% |
| 6M | -0.9% | +68.8% | -69.7% | -4.4% |
| YTD | +20.5% | +6.7% | +13.8% | +21.3% |
| 1Y | +23.2% | +3.0% | +20.2% | +24.6% |
| 3Y | +121.6% | +48.6% | +73.0% | +104.0% |
| All | +121.6% | +50.0% | +71.6% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling