+119.0%
KMI vs PPL
+58.0%
+61.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.5% | +2.7% | -3.2% | -1.6% |
| 30D | +0.9% | +0.5% | +0.4% | +0.7% |
| 3M | 0.0% | +0.7% | -0.7% | -0.4% |
| 6M | -5.7% | -7.6% | +1.9% | -2.8% |
| YTD | +17.5% | +1.8% | +15.7% | +15.6% |
| 1Y | +22.3% | -0.8% | +23.0% | +21.7% |
| All | +119.0% | +58.0% | +61.0% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling