+146.4%
KMI vs PENG
+56.5%
+89.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | 0.0% |
| 7D | +6.5% | +13.2% | -6.7% | +5.7% |
| 30D | -3.4% | -29.9% | +26.5% | -2.0% |
| 3M | +0.4% | -22.2% | +22.6% | +1.0% |
| 6M | -0.9% | -1.9% | +1.0% | -3.1% |
| YTD | +20.5% | +142.1% | -121.6% | +9.3% |
| 1Y | +23.2% | +151.5% | -128.3% | +11.3% |
| 3Y | +121.6% | +206.9% | -85.3% | +89.1% |
| All | +146.4% | +56.5% | +89.9% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling