+115.7%
KMI vs PEG
+301.7%
-185.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | -0.4% | +1.0% | -1.4% | -0.9% |
| 30D | +3.7% | -1.9% | +5.5% | +4.7% |
| 3M | +3.2% | -3.7% | +6.8% | +5.2% |
| 6M | -3.0% | -9.4% | +6.4% | +2.0% |
| YTD | +19.7% | -6.0% | +25.6% | +23.1% |
| 1Y | +25.6% | -4.4% | +30.0% | +27.7% |
| 3Y | +120.2% | +33.5% | +86.7% | +85.2% |
| 5Y | +160.5% | +35.7% | +124.7% | +114.0% |
| 10Y | +134.8% | +140.4% | -5.6% | +41.0% |
| All | +115.7% | +301.7% | -185.9% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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