+25.4%
B vs KMI
+107.5%
-82.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +9.4% | +0.9% | +8.5% | +9.0% |
| 3M | +5.0% | 0.0% | +5.0% | +4.6% |
| 6M | -3.5% | -5.7% | +2.2% | -2.9% |
| YTD | +4.5% | +17.5% | -13.0% | 0.0% |
| 1Y | +67.8% | +22.3% | +45.5% | +59.0% |
| 3Y | +196.7% | +111.9% | +84.8% | +147.3% |
| 5Y | +151.9% | +151.8% | +0.1% | +102.4% |
| 10Y | +202.2% | +138.7% | +63.5% | +136.2% |
| All | +25.4% | +107.5% | -82.0% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling