+267.6%
PM vs KMI
+156.2%
+111.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | -7.1% | +0.2% | -7.3% | -7.1% |
| 30D | -2.8% | -3.7% | +0.9% | -1.8% |
| 3M | +6.3% | +1.2% | +5.1% | +5.7% |
| 6M | +9.6% | -0.3% | +9.9% | +9.4% |
| YTD | +25.6% | +19.2% | +6.4% | +18.3% |
| 1Y | +29.7% | +21.7% | +8.0% | +21.3% |
| 3Y | +147.6% | +120.4% | +27.2% | +86.3% |
| 5Y | +160.1% | +144.9% | +15.2% | +87.0% |
| All | +267.6% | +156.2% | +111.4% | +149.7% |
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