+155.0%
KMI vs PR
+83.7%
+71.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | +6.0% | +6.7% | -0.7% | +4.9% |
| 30D | -3.4% | -6.1% | +2.7% | -2.4% |
| 3M | +1.8% | +6.9% | -5.1% | +0.5% |
| 6M | +0.4% | +14.6% | -14.2% | -2.0% |
| YTD | +20.8% | +66.1% | -45.3% | +10.7% |
| 1Y | +23.0% | +77.0% | -54.0% | +11.5% |
| 3Y | +123.3% | +93.8% | +29.5% | +96.5% |
| 5Y | +149.8% | +268.2% | -118.5% | +92.9% |
| All | +155.0% | +83.7% | +71.3% | +72.0% |
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