+128.7%
PM vs KMI
+157.3%
-28.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | -0.2% | +0.1% | -0.2% | -0.2% |
| 3M | +4.9% | +1.2% | +3.7% | +4.4% |
| 6M | +9.0% | -3.9% | +13.0% | +10.1% |
| YTD | +17.8% | +17.5% | +0.3% | +12.7% |
| 1Y | +16.8% | +22.6% | -5.8% | +10.2% |
| 3Y | +125.4% | +116.3% | +9.2% | +71.2% |
| 5Y | +128.7% | +157.6% | -28.9% | +58.4% |
| All | +128.7% | +157.3% | -28.6% | +58.4% |
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