+129.5%
KMI vs PGR
+825.1%
-695.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | -2.7% | +4.9% | -7.7% | -4.5% |
| 3M | -0.7% | +7.6% | -8.3% | -3.9% |
| 6M | -5.0% | +8.3% | -13.2% | -8.5% |
| YTD | +15.5% | +1.7% | +13.7% | +13.5% |
| 1Y | +16.4% | -6.8% | +23.3% | +18.0% |
| 3Y | +114.2% | +73.4% | +40.7% | +67.6% |
| 5Y | +153.3% | +161.2% | -8.0% | +58.9% |
| All | +129.5% | +825.1% | -695.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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