+154.7%
KMI vs PCOR
-43.0%
+197.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.6% | -0.3% |
| 7D | -0.5% | -9.0% | +8.5% | +0.2% |
| 30D | +0.9% | +4.2% | -3.3% | +0.5% |
| 3M | 0.0% | +14.4% | -14.4% | -1.3% |
| 6M | -5.7% | +0.2% | -5.9% | -6.2% |
| YTD | +17.5% | -20.3% | +37.7% | +19.1% |
| 1Y | +22.3% | -16.1% | +38.4% | +23.1% |
| 3Y | +111.9% | -14.7% | +126.6% | +109.5% |
| All | +154.7% | -43.0% | +197.7% | +146.8% |
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