+120.2%
KMI vs PEGA
+48.1%
+72.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.1% |
| 7D | -0.4% | -2.4% | +2.0% | -0.3% |
| 30D | +3.7% | +9.6% | -6.0% | +3.1% |
| 3M | +3.2% | +2.3% | +0.8% | +2.9% |
| 6M | -3.0% | -23.9% | +20.9% | -1.4% |
| YTD | +19.7% | -39.8% | +59.4% | +23.4% |
| 1Y | +25.6% | -37.4% | +63.0% | +28.9% |
| 3Y | +120.2% | +53.1% | +67.1% | +107.5% |
| All | +120.2% | +48.1% | +72.2% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling