+214.8%
B vs KMI
+158.9%
+56.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -7.3% | +6.5% | -13.9% | -8.5% |
| 30D | -3.3% | -3.4% | +0.1% | -2.9% |
| 3M | -7.8% | +0.4% | -8.1% | -8.2% |
| 6M | -15.5% | -0.9% | -14.6% | -16.0% |
| YTD | -12.3% | +20.5% | -32.7% | -16.8% |
| 1Y | +5.4% | +23.2% | -17.8% | -0.6% |
| 3Y | +165.5% | +121.6% | +43.9% | +117.0% |
| 5Y | +107.0% | +149.1% | -42.1% | +65.6% |
| All | +214.8% | +158.9% | +56.0% | +144.1% |
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