+117.2%
KMI vs PTC
+732.6%
-615.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.5% | +0.5% | +6.1% | +6.4% |
| 30D | -3.4% | +1.2% | -4.7% | -3.7% |
| 3M | +0.4% | +27.4% | -27.0% | -6.7% |
| 6M | -0.9% | +39.2% | -40.1% | -10.7% |
| YTD | +20.5% | +12.5% | +8.0% | +14.2% |
| 1Y | +23.2% | +12.3% | +10.9% | +16.7% |
| 3Y | +121.6% | +28.8% | +92.8% | +97.9% |
| 5Y | +149.1% | +60.9% | +88.2% | +104.5% |
| 10Y | +158.3% | +316.6% | -158.3% | +52.0% |
| All | +117.2% | +732.6% | -615.4% | +3.0% |
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