+111.8%
KMI vs PEGA
+313.4%
-201.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.5% |
| 7D | -0.5% | +3.3% | -3.8% | -1.0% |
| 30D | +0.9% | +17.7% | -16.8% | -1.7% |
| 3M | 0.0% | +5.8% | -5.8% | -1.6% |
| 6M | -5.7% | -20.3% | +14.6% | -3.4% |
| YTD | +17.5% | -37.1% | +54.6% | +24.2% |
| 1Y | +22.3% | -30.2% | +52.5% | +26.4% |
| 3Y | +111.9% | +48.1% | +63.8% | +83.5% |
| 5Y | +151.8% | -46.8% | +198.6% | +156.1% |
| 10Y | +138.7% | +191.3% | -52.7% | +72.9% |
| All | +111.8% | +313.4% | -201.6% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling