+111.8%
KMI vs PPL
+205.8%
-94.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.5% | +2.7% | -3.2% | -1.9% |
| 30D | +0.9% | +0.5% | +0.4% | +0.6% |
| 3M | 0.0% | +0.7% | -0.7% | -0.6% |
| 6M | -5.7% | -7.6% | +1.9% | -2.1% |
| YTD | +17.5% | +1.8% | +15.7% | +15.5% |
| 1Y | +22.3% | -0.8% | +23.0% | +21.7% |
| 3Y | +111.9% | +56.9% | +55.1% | +62.7% |
| 5Y | +151.8% | +39.5% | +112.3% | +104.4% |
| 10Y | +138.7% | +55.4% | +83.3% | +76.6% |
| All | +111.8% | +205.8% | -94.0% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling