+287.1%
PCAR vs KMI
+158.9%
+128.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +4.9% | +6.5% | -1.6% | +2.5% |
| 30D | -1.4% | -3.4% | +2.0% | -0.4% |
| 3M | -18.1% | +0.4% | -18.5% | -18.6% |
| 6M | -4.0% | -0.9% | -3.1% | -4.5% |
| YTD | -1.5% | +20.5% | -22.0% | -9.6% |
| 1Y | +13.2% | +23.2% | -10.0% | +2.8% |
| 3Y | +35.8% | +121.6% | -85.8% | -4.7% |
| 5Y | +114.6% | +149.1% | -34.5% | +42.0% |
| All | +287.1% | +158.9% | +128.2% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 10y: compounded portfolio wealth divided by compounded KMI 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…
10y analysis · Full analysis span regression · 6 months rolling