+160.5%
KMI vs PTC
+1.8%
+158.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +2.7% |
| 7D | -0.4% | -12.8% | +12.4% | +1.8% |
| 30D | +3.7% | -9.8% | +13.4% | +5.2% |
| 3M | +3.2% | -2.1% | +5.2% | +2.9% |
| 6M | -3.0% | -18.1% | +15.1% | 0.0% |
| YTD | +19.7% | -23.5% | +43.2% | +24.8% |
| 1Y | +25.6% | -37.4% | +63.0% | +36.4% |
| 3Y | +120.2% | -7.2% | +127.4% | +114.3% |
| 5Y | +160.5% | +2.7% | +157.8% | +148.3% |
| All | +160.5% | +1.8% | +158.6% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling