+129.5%
KMI vs PFGC
+292.9%
-163.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.7% | -4.8% | +3.0% | -0.6% |
| 30D | -2.7% | -12.5% | +9.8% | +0.4% |
| 3M | -0.7% | -9.7% | +9.1% | +1.5% |
| 6M | -5.0% | +7.0% | -12.0% | -7.2% |
| YTD | +15.5% | +4.5% | +11.0% | +12.9% |
| 1Y | +16.4% | -11.6% | +28.0% | +18.6% |
| 3Y | +114.2% | +58.5% | +55.7% | +86.3% |
| 5Y | +153.3% | +112.6% | +40.7% | +98.3% |
| All | +129.5% | +292.9% | -163.4% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling