+155.6%
KMI vs PTC
+317.3%
-161.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | -3.7% | +0.9% | -4.6% | -3.9% |
| 3M | +1.2% | +30.4% | -29.1% | -6.4% |
| 6M | -0.3% | +34.4% | -34.7% | -9.1% |
| YTD | +19.2% | +12.6% | +6.7% | +13.4% |
| 1Y | +21.7% | +10.2% | +11.5% | +16.4% |
| 3Y | +120.4% | +29.4% | +91.0% | +96.0% |
| 5Y | +144.9% | +63.7% | +81.2% | +97.7% |
| 10Y | +155.6% | +316.9% | -161.3% | +46.9% |
| All | +155.6% | +317.3% | -161.7% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling