+191.8%
KMI vs PR
+169.5%
+22.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -0.5% | +2.9% | -3.4% | -1.0% |
| 30D | +0.9% | +18.0% | -17.1% | -1.9% |
| 3M | 0.0% | +16.9% | -16.9% | -2.7% |
| 6M | -5.7% | +28.2% | -33.9% | -9.7% |
| YTD | +17.5% | +69.3% | -51.8% | +7.5% |
| 1Y | +22.3% | +69.5% | -47.2% | +11.6% |
| 3Y | +111.9% | +81.7% | +30.2% | +88.5% |
| 5Y | +151.8% | +422.2% | -270.4% | +85.4% |
| 10Y | +138.7% | +110.4% | +28.3% | +66.3% |
| All | +191.8% | +169.5% | +22.4% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling