+211.9%
B vs KMI
+132.8%
+79.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | +1.0% | -1.8% | +2.8% | +1.4% |
| 30D | +9.5% | +0.1% | +9.4% | +9.3% |
| 3M | +14.3% | +1.2% | +13.2% | +13.6% |
| 6M | -1.9% | -3.9% | +2.0% | -1.6% |
| YTD | +4.1% | +17.5% | -13.4% | -0.7% |
| 1Y | +56.1% | +22.6% | +33.5% | +47.3% |
| 3Y | +202.0% | +116.3% | +85.7% | +147.4% |
| 5Y | +158.8% | +157.6% | +1.2% | +104.8% |
| 10Y | +211.9% | +136.6% | +75.3% | +156.5% |
| All | +211.9% | +132.8% | +79.1% | +156.5% |
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