+157.6%
KMI vs PEGA
-48.2%
+205.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.6% |
| 7D | -1.8% | -6.1% | +4.4% | -1.3% |
| 30D | +0.1% | +6.4% | -6.3% | -0.5% |
| 3M | +1.2% | +2.9% | -1.8% | +0.7% |
| 6M | -3.9% | -23.8% | +19.9% | -2.2% |
| YTD | +17.5% | -41.1% | +58.6% | +22.0% |
| 1Y | +22.6% | -38.2% | +60.9% | +26.4% |
| 3Y | +116.3% | +49.8% | +66.4% | +100.0% |
| 5Y | +157.6% | -48.0% | +205.6% | +164.5% |
| All | +157.6% | -48.2% | +205.8% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling