+247.7%
PEP vs KMI
+107.5%
+140.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +0.2% | +0.9% | -0.7% | +0.1% |
| 3M | -1.1% | 0.0% | -1.1% | -1.2% |
| 6M | -13.5% | -5.7% | -7.8% | -12.8% |
| YTD | -1.2% | +17.5% | -18.7% | -3.8% |
| 1Y | -1.6% | +22.3% | -23.8% | -4.9% |
| 3Y | -12.5% | +111.9% | -124.5% | -23.6% |
| 5Y | +3.0% | +151.8% | -148.8% | -13.0% |
| 10Y | +73.9% | +138.7% | -64.7% | +43.6% |
| All | +247.7% | +107.5% | +140.2% | +181.6% |
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