+103.9%
KMI vs PPL
+214.4%
-110.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -10.8% | +0.4% | -11.2% | -11.0% |
| 30D | -5.0% | +5.4% | -10.5% | -7.7% |
| 3M | -3.4% | +4.3% | -7.6% | -5.7% |
| 6M | -3.4% | -1.3% | -2.1% | -3.1% |
| YTD | +13.1% | +4.7% | +8.4% | +9.4% |
| 1Y | +19.0% | +1.3% | +17.8% | +17.1% |
| 3Y | +106.1% | +57.2% | +48.9% | +58.3% |
| 5Y | +130.1% | +48.2% | +81.8% | +80.5% |
| 10Y | +151.9% | +62.7% | +89.2% | +82.0% |
| All | +103.9% | +214.4% | -110.5% | +8.8% |
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