+155.6%
KMI vs PPL
+65.2%
+90.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.8% |
| 7D | +0.2% | -1.0% | +1.2% | +0.7% |
| 30D | -3.7% | +3.0% | -6.7% | -5.3% |
| 3M | +1.2% | +1.1% | +0.1% | +0.5% |
| 6M | -0.3% | -0.8% | +0.5% | -0.3% |
| YTD | +19.2% | +3.5% | +15.8% | +16.0% |
| 1Y | +21.7% | -0.9% | +22.6% | +21.1% |
| 3Y | +120.4% | +54.2% | +66.2% | +69.3% |
| 5Y | +144.9% | +46.3% | +98.6% | +91.6% |
| 10Y | +155.6% | +65.0% | +90.5% | +81.0% |
| All | +155.6% | +65.2% | +90.3% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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