+154.0%
KMI vs PFG
+108.9%
+45.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -2.1% | -3.0% | +0.9% | -1.0% |
| 30D | -1.7% | +2.5% | -4.2% | -2.7% |
| 3M | -1.9% | +6.1% | -8.0% | -4.3% |
| 6M | -4.3% | +31.3% | -35.6% | -14.1% |
| YTD | +15.8% | +33.6% | -17.8% | +2.9% |
| 1Y | +17.6% | +48.5% | -30.9% | -0.2% |
| 3Y | +113.1% | +69.6% | +43.5% | +68.1% |
| 5Y | +154.0% | +111.5% | +42.5% | +74.0% |
| All | +154.0% | +108.9% | +45.1% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling