+35.2%
PFE vs KMI
+132.8%
-97.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.3% |
| 7D | -4.3% | -1.8% | -2.5% | -3.9% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | +10.0% | +1.2% | +8.8% | +9.5% |
| 6M | +7.2% | -3.9% | +11.1% | +7.7% |
| YTD | +17.3% | +17.5% | -0.2% | +12.8% |
| 1Y | +20.3% | +22.6% | -2.3% | +14.4% |
| 3Y | -1.6% | +116.3% | -117.9% | -18.7% |
| 5Y | -21.4% | +157.6% | -179.0% | -38.0% |
| 10Y | +35.2% | +136.6% | -101.3% | +6.1% |
| All | +35.2% | +132.8% | -97.5% | +6.1% |
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