+3.9%
PEP vs KMI
+158.6%
-154.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | +0.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +0.7% | +3.7% | -3.0% | +0.2% |
| 3M | -0.5% | +3.2% | -3.7% | -1.0% |
| 6M | -11.3% | -3.0% | -8.3% | -11.1% |
| YTD | -0.6% | +19.7% | -20.3% | -2.8% |
| 1Y | +1.7% | +25.6% | -24.0% | -1.4% |
| 3Y | -12.5% | +120.2% | -132.7% | -24.9% |
| 5Y | +3.9% | +160.5% | -156.6% | -11.9% |
| All | +3.9% | +158.6% | -154.7% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling