+5.4%
B vs KMI
+22.3%
-16.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.8% |
| 7D | -7.3% | +6.5% | -13.9% | -5.2% |
| 30D | -3.3% | -3.4% | +0.1% | -4.3% |
| 3M | -7.8% | +0.4% | -8.1% | -7.5% |
| 6M | -15.5% | -0.9% | -14.6% | -15.2% |
| YTD | -12.3% | +20.5% | -32.7% | -11.8% |
| 1Y | +5.4% | +23.2% | -17.8% | +4.6% |
| All | +5.4% | +22.3% | -16.9% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling