+139.6%
KMI vs PR
+66.7%
+72.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.2% |
| 7D | -6.5% | -12.4% | +5.8% | -4.5% |
| 30D | -5.1% | -6.6% | +1.5% | -4.0% |
| 3M | 0.0% | +7.5% | -7.5% | -1.4% |
| 6M | -0.9% | +10.8% | -11.7% | -2.8% |
| YTD | +15.4% | +57.0% | -41.6% | +6.7% |
| 1Y | +19.5% | +67.9% | -48.5% | +9.2% |
| 3Y | +116.3% | +87.6% | +28.7% | +91.4% |
| 5Y | +136.6% | +220.4% | -83.8% | +86.5% |
| 10Y | +139.6% | +64.8% | +74.7% | +64.4% |
| All | +139.6% | +66.7% | +72.9% | +64.4% |
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