+155.0%
KMI vs PEGA
+94.9%
+60.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +1.0% |
| 7D | +6.0% | -4.6% | +10.6% | +6.7% |
| 30D | -3.4% | -6.8% | +3.4% | -2.6% |
| 3M | +1.8% | +2.6% | -0.8% | +0.9% |
| 6M | +0.4% | -5.4% | +5.8% | 0.0% |
| YTD | +20.8% | -46.0% | +66.9% | +30.7% |
| 1Y | +23.0% | -45.6% | +68.6% | +32.6% |
| 3Y | +123.3% | +43.2% | +80.2% | +89.2% |
| 5Y | +149.8% | -45.3% | +195.1% | +159.5% |
| All | +155.0% | +94.9% | +60.1% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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