+575.1%
PM vs KMI
+107.9%
+467.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.1% |
| 7D | -6.6% | -5.1% | -1.5% | -5.5% |
| 30D | -3.4% | -3.1% | -0.3% | -2.8% |
| 3M | +5.3% | +0.2% | +5.1% | +5.1% |
| 6M | +15.5% | +1.1% | +14.4% | +15.0% |
| YTD | +24.3% | +17.7% | +6.5% | +19.1% |
| 1Y | +29.7% | +19.6% | +10.1% | +23.8% |
| 3Y | +144.9% | +117.6% | +27.3% | +99.1% |
| 5Y | +159.0% | +143.1% | +15.9% | +103.9% |
| 10Y | +250.9% | +142.0% | +108.9% | +164.2% |
| All | +575.1% | +107.9% | +467.1% | +405.2% |
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