+146.4%
KMI vs PPL
+47.4%
+99.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.9% |
| 7D | +6.5% | -0.4% | +6.9% | +6.7% |
| 30D | -3.4% | +2.6% | -6.1% | -4.7% |
| 3M | +0.4% | +0.8% | -0.4% | -0.1% |
| 6M | -0.9% | +1.4% | -2.3% | -1.9% |
| YTD | +20.5% | +4.3% | +16.2% | +16.9% |
| 1Y | +23.2% | +0.8% | +22.4% | +21.6% |
| 3Y | +121.6% | +57.9% | +63.7% | +70.8% |
| All | +146.4% | +47.4% | +99.0% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling