+130.2%
KMI vs PEGA
+180.6%
-50.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.4% | -1.8% |
| 7D | -2.1% | -5.3% | +3.2% | -1.3% |
| 30D | -1.7% | +8.3% | -10.0% | -3.1% |
| 3M | -1.9% | +8.9% | -10.8% | -3.9% |
| 6M | -4.3% | -19.7% | +15.4% | -2.1% |
| YTD | +15.8% | -39.9% | +55.7% | +23.5% |
| 1Y | +17.6% | -36.4% | +54.0% | +23.6% |
| 3Y | +113.1% | +52.8% | +60.3% | +80.0% |
| 5Y | +154.0% | -45.7% | +199.7% | +168.9% |
| All | +130.2% | +180.6% | -50.4% | +50.9% |
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