+91.3%
PEP vs KMI
+159.6%
-68.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -0.3% | +6.0% | -6.3% | -1.4% |
| 30D | +11.8% | -3.4% | +15.1% | +12.3% |
| 3M | +3.7% | +1.8% | +1.9% | +3.1% |
| 6M | -4.3% | +0.4% | -4.8% | -4.7% |
| YTD | +2.1% | +20.8% | -18.7% | -1.8% |
| 1Y | +2.5% | +23.0% | -20.5% | -1.8% |
| 3Y | -5.0% | +123.3% | -128.3% | -20.7% |
| 5Y | +2.9% | +149.8% | -146.9% | -16.9% |
| All | +91.3% | +159.6% | -68.4% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 10y: compounded portfolio wealth divided by compounded KMI 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…
10y analysis · Full analysis span regression · 6 months rolling