+13.2%
PCAR vs KMI
+22.3%
-9.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +4.9% | +6.5% | -1.6% | +5.7% |
| 30D | -1.4% | -3.4% | +2.0% | -2.0% |
| 3M | -18.1% | +0.4% | -18.5% | -18.1% |
| 6M | -4.0% | -0.9% | -3.1% | -4.2% |
| YTD | -1.5% | +20.5% | -22.0% | +1.6% |
| 1Y | +13.2% | +23.2% | -10.0% | +17.2% |
| All | +13.2% | +22.3% | -9.1% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling