+129.5%
KMI vs PFG
+251.1%
-121.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -2.7% | +2.9% | -5.6% | -4.3% |
| 3M | -0.7% | +6.7% | -7.4% | -4.2% |
| 6M | -5.0% | +33.8% | -38.7% | -18.1% |
| YTD | +15.5% | +35.0% | -19.5% | -1.4% |
| 1Y | +16.4% | +46.4% | -30.0% | -4.9% |
| 3Y | +114.2% | +71.6% | +42.5% | +57.9% |
| 5Y | +153.3% | +113.7% | +39.6% | +61.0% |
| All | +129.5% | +251.1% | -121.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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