+180.9%
KMI vs PR
+152.6%
+28.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | -10.8% | -16.4% | +5.7% | -8.1% |
| 30D | -5.0% | -1.9% | -3.1% | -4.7% |
| 3M | -3.4% | +8.0% | -11.3% | -4.7% |
| 6M | -3.4% | +4.1% | -7.5% | -4.3% |
| YTD | +13.1% | +58.7% | -45.6% | +4.5% |
| 1Y | +19.0% | +75.8% | -56.8% | +8.1% |
| 3Y | +106.1% | +73.2% | +33.0% | +84.8% |
| 5Y | +130.1% | +230.1% | -100.1% | +81.0% |
| 10Y | +151.9% | +67.4% | +84.6% | +76.1% |
| All | +180.9% | +152.6% | +28.4% | +98.7% |
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