+160.6%
KMI vs PENG
+661.7%
-501.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.3% | -7.2% | +1.1% |
| 7D | -6.5% | -3.8% | -2.8% | -6.6% |
| 30D | -5.1% | -40.1% | +35.0% | -0.9% |
| 3M | 0.0% | -21.8% | +21.8% | +1.0% |
| 6M | -0.9% | +3.3% | -4.2% | -5.2% |
| YTD | +15.4% | +133.6% | -118.2% | -0.9% |
| 1Y | +19.5% | +110.7% | -91.2% | +3.7% |
| 3Y | +116.3% | +204.3% | -88.0% | +70.6% |
| 5Y | +136.6% | +54.4% | +82.2% | +94.2% |
| All | +160.6% | +661.7% | -501.0% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling