+118.0%
KMI vs PTC
-10.6%
+128.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.4% |
| 7D | -1.8% | -13.6% | +11.8% | -0.2% |
| 30D | +0.1% | -14.7% | +14.7% | +1.7% |
| 3M | +1.2% | -5.9% | +7.1% | +1.6% |
| 6M | -3.9% | -21.1% | +17.2% | -1.0% |
| YTD | +17.5% | -26.0% | +43.5% | +22.3% |
| 1Y | +22.6% | -36.8% | +59.5% | +31.2% |
| All | +118.0% | -10.6% | +128.5% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling