-2.5%
BSX vs KMI
+152.1%
-154.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.7% |
| 7D | -8.2% | -2.1% | -6.1% | -7.6% |
| 30D | -15.8% | -1.7% | -14.1% | -15.5% |
| 3M | -10.8% | -1.9% | -9.0% | -10.5% |
| 6M | -38.4% | -4.3% | -34.0% | -37.7% |
| YTD | -54.8% | +15.8% | -70.6% | -57.0% |
| 1Y | -59.0% | +17.6% | -76.6% | -61.3% |
| 3Y | -20.0% | +113.1% | -133.1% | -37.0% |
| All | -2.5% | +152.1% | -154.6% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling