+262.8%
PEP vs KMI
+107.9%
+154.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.9% |
| 7D | +4.6% | -5.1% | +9.7% | +5.4% |
| 30D | +14.0% | -3.1% | +17.2% | +14.4% |
| 3M | +5.4% | +0.2% | +5.1% | +5.2% |
| 6M | -5.1% | +1.1% | -6.3% | -5.6% |
| YTD | +3.1% | +17.7% | -14.6% | +0.2% |
| 1Y | +4.8% | +19.6% | -14.8% | +1.5% |
| 3Y | -4.1% | +117.6% | -121.7% | -16.7% |
| 5Y | +3.0% | +143.1% | -140.1% | -12.7% |
| 10Y | +89.6% | +142.0% | -52.4% | +56.2% |
| All | +262.8% | +107.9% | +154.9% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling