+278.5%
AVGO vs KMI
+122.7%
+155.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | +18.2% | +6.5% | +11.6% | +16.2% |
| 30D | +0.2% | -3.4% | +3.7% | +1.0% |
| 3M | -16.8% | +0.4% | -17.2% | -17.1% |
| 6M | -16.5% | -0.9% | -15.5% | -16.7% |
| YTD | +0.8% | +20.5% | -19.7% | -7.7% |
| 1Y | +2.8% | +23.2% | -20.4% | -7.0% |
| 3Y | +278.5% | +121.6% | +156.9% | +302.7% |
| All | +278.5% | +122.7% | +155.9% | +302.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling