+130.2%
KMI vs PTC
+200.2%
-70.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -2.1% | -14.2% | +12.2% | +1.7% |
| 30D | -1.7% | -14.4% | +12.8% | +2.0% |
| 3M | -1.9% | -4.7% | +2.8% | -1.7% |
| 6M | -4.3% | -19.3% | +15.0% | -0.1% |
| YTD | +15.8% | -26.1% | +41.9% | +23.5% |
| 1Y | +17.6% | -37.1% | +54.6% | +30.9% |
| 3Y | +113.1% | -10.4% | +123.5% | +108.9% |
| 5Y | +154.0% | +2.5% | +151.5% | +133.3% |
| All | +130.2% | +200.2% | -70.0% | +46.6% |
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