+24.1%
PFE vs KMI
+21.6%
+2.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.3% |
| 7D | +1.8% | -0.5% | +2.3% | +1.7% |
| 30D | +10.2% | +0.9% | +9.3% | +10.2% |
| 3M | +12.7% | 0.0% | +12.7% | +12.6% |
| 6M | +10.5% | -5.7% | +16.2% | +10.2% |
| YTD | +20.2% | +17.5% | +2.7% | +19.0% |
| 1Y | +24.1% | +22.3% | +1.8% | +25.7% |
| All | +24.1% | +21.6% | +2.5% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling