+155.4%
KMI vs PENG
+597.2%
-441.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.1% | -2.0% |
| 7D | -10.8% | -19.4% | +8.7% | -9.2% |
| 30D | -5.0% | -42.4% | +37.4% | -0.4% |
| 3M | -3.4% | -25.6% | +22.3% | -1.8% |
| 6M | -3.4% | +7.3% | -10.7% | -8.2% |
| YTD | +13.1% | +113.9% | -100.8% | -2.0% |
| 1Y | +19.0% | +93.6% | -74.5% | +4.2% |
| 3Y | +106.1% | +170.2% | -64.1% | +64.8% |
| 5Y | +130.1% | +44.2% | +85.9% | +90.0% |
| All | +155.4% | +597.2% | -441.7% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling