+149.8%
KMI vs PCOR
-12.9%
+162.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +6.0% | +2.2% | +3.9% | +5.9% |
| 30D | -3.4% | +37.4% | -40.8% | -5.6% |
| 3M | +1.8% | +33.2% | -31.4% | -0.5% |
| 6M | +0.4% | +60.6% | -60.1% | -3.6% |
| YTD | +20.8% | +6.2% | +14.7% | +19.9% |
| 1Y | +23.0% | -1.1% | +24.1% | +22.9% |
| 3Y | +123.3% | +48.4% | +74.9% | +111.2% |
| 5Y | +149.8% | -13.1% | +162.9% | +141.6% |
| All | +149.8% | -12.9% | +162.7% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling