+23.0%
KMI vs PPL
-1.7%
+24.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +6.0% | -2.2% | +8.2% | +6.6% |
| 30D | -3.4% | +1.7% | -5.1% | -3.9% |
| 3M | +1.8% | +0.1% | +1.7% | +1.6% |
| 6M | +0.4% | -1.5% | +2.0% | +0.7% |
| YTD | +20.8% | +3.0% | +17.9% | +19.2% |
| 1Y | +23.0% | -1.4% | +24.4% | +22.6% |
| All | +23.0% | -1.7% | +24.7% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling