+108.8%
KMI vs PPG
+222.6%
-113.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.6% |
| 7D | -2.1% | -5.1% | +3.1% | +0.1% |
| 30D | -1.7% | -9.6% | +7.9% | +2.4% |
| 3M | -1.9% | -6.4% | +4.5% | -0.1% |
| 6M | -4.3% | +0.5% | -4.9% | -6.6% |
| YTD | +15.8% | +4.4% | +11.4% | +10.4% |
| 1Y | +17.6% | -0.9% | +18.5% | +14.3% |
| 3Y | +113.1% | -17.0% | +130.1% | +118.6% |
| 5Y | +154.0% | -23.7% | +177.6% | +161.3% |
| 10Y | +133.1% | +25.9% | +107.2% | +72.4% |
| All | +108.8% | +222.6% | -113.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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