+26.6%
KMI vs PFGC
+12.5%
+14.1%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +13.5% | -17.6% | -3.5% |
| 7D | -5.2% | +13.9% | -19.1% | -4.6% |
| 30D | +1.2% | +18.4% | -17.1% | +1.8% |
| 3M | +1.3% | -2.5% | +3.9% | +2.1% |
| 6M | -1.1% | +26.0% | -27.2% | -1.7% |
| YTD | +19.0% | +21.9% | -2.9% | +18.2% |
| 1Y | +26.6% | +13.4% | +13.2% | +27.4% |
| All | +26.6% | +12.5% | +14.1% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling