+367.9%
PCAR vs KMI
+132.8%
+235.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -0.2% | -1.8% | +1.5% | +0.4% |
| 30D | -6.9% | +0.1% | -6.9% | -7.1% |
| 3M | +2.1% | +1.2% | +0.9% | +1.2% |
| 6M | +1.6% | -3.9% | +5.5% | +2.3% |
| YTD | +12.2% | +17.5% | -5.3% | +4.2% |
| 1Y | +28.0% | +22.6% | +5.4% | +16.6% |
| 3Y | +61.0% | +116.3% | -55.3% | +14.1% |
| 5Y | +163.9% | +157.6% | +6.3% | +72.2% |
| 10Y | +367.9% | +136.6% | +231.3% | +199.6% |
| All | +367.9% | +132.8% | +235.1% | +199.6% |
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