+129.5%
KMI vs PNR
+66.2%
+63.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | -6.0% | +4.3% | +0.7% |
| 30D | -2.7% | -14.0% | +11.2% | +3.1% |
| 3M | -0.7% | -21.7% | +21.0% | +8.2% |
| 6M | -5.0% | -37.3% | +32.3% | +12.5% |
| YTD | +15.5% | -45.1% | +60.6% | +43.6% |
| 1Y | +16.4% | -49.1% | +65.6% | +49.4% |
| 3Y | +114.2% | -14.8% | +129.0% | +108.4% |
| 5Y | +153.3% | -21.0% | +174.3% | +150.0% |
| All | +129.5% | +66.2% | +63.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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