+117.2%
KMI vs PFG
+501.9%
-384.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +6.5% | +2.4% | +4.2% | +5.4% |
| 30D | -3.4% | +5.9% | -9.3% | -6.1% |
| 3M | +0.4% | -0.4% | +0.8% | 0.0% |
| 6M | -0.9% | +14.8% | -15.8% | -7.9% |
| YTD | +20.5% | +31.9% | -11.4% | +4.4% |
| 1Y | +23.2% | +38.8% | -15.6% | +4.0% |
| 3Y | +121.6% | +82.4% | +39.2% | +61.2% |
| 5Y | +149.1% | +94.7% | +54.4% | +70.6% |
| 10Y | +158.3% | +187.0% | -28.7% | +34.7% |
| All | +117.2% | +501.9% | -384.7% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling