+134.8%
KMI vs PR
+101.2%
+33.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | +3.7% | +17.4% | -13.7% | +0.9% |
| 3M | +3.2% | +21.8% | -18.6% | -0.2% |
| 6M | -3.0% | +27.6% | -30.6% | -7.1% |
| YTD | +19.7% | +71.4% | -51.8% | +9.2% |
| 1Y | +25.6% | +78.3% | -52.7% | +13.7% |
| 3Y | +120.2% | +85.5% | +34.7% | +95.1% |
| 5Y | +160.5% | +422.7% | -262.2% | +91.4% |
| 10Y | +134.8% | +87.1% | +47.7% | +62.8% |
| All | +134.8% | +101.2% | +33.6% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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