+333.5%
BMY vs KMI
+107.5%
+225.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.1% |
| 7D | -4.8% | -1.8% | -3.1% | -4.5% |
| 30D | -0.7% | +0.1% | -0.7% | -0.8% |
| 3M | +15.3% | +1.2% | +14.2% | +14.9% |
| 6M | +8.5% | -3.9% | +12.5% | +9.2% |
| YTD | +23.4% | +17.5% | +5.9% | +18.9% |
| 1Y | +42.9% | +22.6% | +20.3% | +36.2% |
| 3Y | +22.0% | +116.3% | -94.3% | +2.0% |
| 5Y | +24.3% | +157.6% | -133.3% | -0.7% |
| 10Y | +64.6% | +136.6% | -72.0% | +28.4% |
| All | +333.5% | +107.5% | +225.9% | +225.6% |
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