+591.4%
PM vs KMI
+112.8%
+478.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.5% | +6.5% | -6.0% | -1.0% |
| 30D | -3.2% | -3.4% | +0.2% | -2.5% |
| 3M | +6.2% | +0.4% | +5.8% | +5.9% |
| 6M | +7.7% | -0.9% | +8.6% | +7.6% |
| YTD | +27.3% | +20.5% | +6.8% | +21.3% |
| 1Y | +32.8% | +23.2% | +9.6% | +25.8% |
| 3Y | +150.0% | +121.6% | +28.4% | +102.4% |
| 5Y | +164.2% | +149.1% | +15.2% | +106.7% |
| 10Y | +265.7% | +158.3% | +107.4% | +172.1% |
| All | +591.4% | +112.8% | +478.6% | +414.6% |
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