+60.7%
BMY vs KMI
+136.8%
-76.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.8% | -1.7% | -3.0% | -4.4% |
| 30D | -0.1% | -2.7% | +2.6% | +0.5% |
| 3M | +13.1% | -0.7% | +13.8% | +13.1% |
| 6M | +8.4% | -5.0% | +13.4% | +9.4% |
| YTD | +22.0% | +15.5% | +6.5% | +17.2% |
| 1Y | +40.3% | +16.4% | +23.9% | +34.4% |
| 3Y | +20.5% | +114.2% | -93.6% | -2.4% |
| 5Y | +23.7% | +153.3% | -129.5% | -5.2% |
| All | +60.7% | +136.8% | -76.1% | +16.8% |
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