+79.1%
PEP vs KMI
+132.8%
-53.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | -1.7% | -1.8% | +0.1% | -1.4% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | -3.2% | +1.2% | -4.4% | -3.5% |
| 6M | -13.6% | -3.9% | -9.7% | -13.1% |
| YTD | -1.9% | +17.5% | -19.4% | -4.9% |
| 1Y | -0.6% | +22.6% | -23.3% | -4.6% |
| 3Y | -13.6% | +116.3% | -129.9% | -27.1% |
| 5Y | +3.2% | +157.6% | -154.4% | -16.8% |
| 10Y | +79.1% | +136.6% | -57.5% | +44.2% |
| All | +79.1% | +132.8% | -53.7% | +44.2% |
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