+115.7%
KMI vs PTEN
-33.8%
+149.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | -0.4% | -1.0% | +0.6% | -0.2% |
| 30D | +3.7% | +29.3% | -25.6% | -3.2% |
| 3M | +3.2% | +7.2% | -4.1% | +0.3% |
| 6M | -3.0% | +43.5% | -46.5% | -13.4% |
| YTD | +19.7% | +113.2% | -93.6% | -3.8% |
| 1Y | +25.6% | +135.1% | -109.4% | -2.6% |
| 3Y | +120.2% | -4.8% | +125.1% | +105.1% |
| 5Y | +160.5% | +94.6% | +65.9% | +85.3% |
| 10Y | +134.8% | -24.2% | +159.0% | +64.0% |
| All | +115.7% | -33.8% | +149.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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