+116.4%
PCAR vs KMI
+136.1%
-19.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +3.1% |
| 7D | +2.9% | -6.5% | +9.5% | +4.8% |
| 30D | -2.1% | -5.1% | +2.9% | -0.9% |
| 3M | -20.4% | 0.0% | -20.3% | -20.7% |
| 6M | -7.0% | -0.9% | -6.1% | -7.6% |
| YTD | -2.6% | +15.4% | -18.0% | -8.8% |
| 1Y | +9.8% | +19.5% | -9.7% | +1.4% |
| 3Y | +37.3% | +116.3% | -79.0% | -4.0% |
| 5Y | +116.4% | +136.6% | -20.1% | +44.1% |
| All | +116.4% | +136.1% | -19.7% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling