+436.4%
PCAR vs KMI
+110.6%
+325.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +0.3% | -3.7% | +4.0% | +1.4% |
| 3M | -17.9% | +1.2% | -19.2% | -18.6% |
| 6M | -3.4% | -0.3% | -3.2% | -4.1% |
| YTD | -0.1% | +19.2% | -19.3% | -7.4% |
| 1Y | +13.4% | +21.7% | -8.3% | +4.2% |
| 3Y | +37.2% | +120.4% | -83.2% | -0.4% |
| 5Y | +117.3% | +144.9% | -27.5% | +50.4% |
| 10Y | +295.0% | +155.6% | +139.4% | +155.5% |
| All | +436.4% | +110.6% | +325.8% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling