+222.7%
B vs KMI
+143.2%
+79.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -4.3% | -3.7% | -0.7% | -3.8% |
| 3M | -2.3% | +1.2% | -3.5% | -3.0% |
| 6M | -16.2% | -0.3% | -16.0% | -16.8% |
| YTD | -8.8% | +19.2% | -28.1% | -13.4% |
| 1Y | +11.4% | +21.7% | -10.3% | +5.3% |
| 3Y | +174.3% | +120.4% | +53.9% | +124.5% |
| 5Y | +116.2% | +144.9% | -28.7% | +73.5% |
| 10Y | +222.7% | +155.6% | +67.2% | +150.2% |
| All | +222.7% | +143.2% | +79.5% | +150.2% |
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