+154.0%
KMI vs PFGC
+105.5%
+48.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.2% |
| 7D | -2.1% | -4.8% | +2.8% | -1.1% |
| 30D | -1.7% | -17.2% | +15.5% | +1.9% |
| 3M | -1.9% | -6.3% | +4.5% | -1.0% |
| 6M | -4.3% | +8.8% | -13.2% | -6.6% |
| YTD | +15.8% | +4.9% | +10.9% | +13.4% |
| 1Y | +17.6% | -9.5% | +27.1% | +18.9% |
| 3Y | +113.1% | +59.6% | +53.5% | +89.4% |
| 5Y | +154.0% | +113.5% | +40.5% | +106.6% |
| All | +154.0% | +105.5% | +48.5% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling