+111.8%
KMI vs PTC
+499.1%
-387.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +0.9% |
| 7D | -0.5% | -10.3% | +9.8% | +2.2% |
| 30D | +0.9% | +1.1% | -0.2% | +0.3% |
| 3M | 0.0% | +1.6% | -1.6% | -1.3% |
| 6M | -5.7% | -13.5% | +7.8% | -3.3% |
| YTD | +17.5% | -19.1% | +36.5% | +22.2% |
| 1Y | +22.3% | -33.9% | +56.2% | +34.0% |
| 3Y | +111.9% | -3.9% | +115.8% | +105.5% |
| 5Y | +151.8% | +6.0% | +145.8% | +132.3% |
| 10Y | +138.7% | +223.7% | -85.1% | +51.1% |
| All | +111.8% | +499.1% | -387.2% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling