+155.0%
KMI vs PPL
+65.0%
+90.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +6.0% | -2.2% | +8.2% | +7.3% |
| 30D | -3.4% | +1.7% | -5.1% | -4.4% |
| 3M | +1.8% | +0.1% | +1.7% | +1.5% |
| 6M | +0.4% | -1.5% | +2.0% | +0.8% |
| YTD | +20.8% | +3.0% | +17.9% | +17.8% |
| 1Y | +23.0% | -1.4% | +24.4% | +22.7% |
| 3Y | +123.3% | +53.5% | +69.8% | +72.0% |
| 5Y | +149.8% | +46.4% | +103.4% | +95.2% |
| All | +155.0% | +65.0% | +90.0% | +79.7% |
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