+26.6%
KMI vs PTC
+0.1%
+26.5%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.1% |
| 7D | -5.2% | +0.1% | -5.4% | -5.2% |
| 30D | +1.2% | +1.5% | -0.3% | +1.2% |
| 3M | +1.3% | +37.8% | -36.4% | +0.8% |
| 6M | -1.1% | +41.2% | -42.4% | -1.2% |
| YTD | +19.0% | +12.0% | +6.9% | +19.3% |
| 1Y | +26.6% | +1.6% | +24.9% | +28.1% |
| All | +26.6% | +0.1% | +26.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling