+245.9%
PG vs KMI
+104.5%
+141.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -2.7% | -2.1% | -0.6% | -2.4% |
| 30D | -1.5% | -1.7% | +0.1% | -1.3% |
| 3M | -3.4% | -1.9% | -1.5% | -3.2% |
| 6M | -7.0% | -4.3% | -2.6% | -6.6% |
| YTD | +2.0% | +15.8% | -13.8% | -0.3% |
| 1Y | -6.5% | +17.6% | -24.0% | -8.8% |
| 3Y | +1.2% | +113.1% | -112.0% | -10.3% |
| 5Y | +12.8% | +154.0% | -141.2% | -3.0% |
| 10Y | +117.7% | +133.1% | -15.4% | +85.2% |
| All | +245.9% | +104.5% | +141.4% | +188.4% |
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