+26.6%
KMI vs PENG
+120.5%
-93.9%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.1% | +5.0% | -4.1% |
| 7D | -5.2% | -20.5% | +15.2% | -5.3% |
| 30D | +1.2% | -20.4% | +21.6% | +1.2% |
| 3M | +1.3% | -16.4% | +17.7% | +1.3% |
| 6M | -1.1% | +49.2% | -50.4% | -0.3% |
| YTD | +19.0% | +147.2% | -128.2% | +19.6% |
| 1Y | +26.6% | +124.7% | -98.1% | +27.5% |
| All | +26.6% | +120.5% | -93.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling