+130.7%
C vs KMI
+152.8%
-22.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | +0.1% | +0.9% | -0.8% | -0.5% |
| 3M | +2.4% | 0.0% | +2.4% | +1.8% |
| 6M | +24.9% | -5.7% | +30.6% | +27.4% |
| YTD | +19.8% | +17.5% | +2.3% | +7.6% |
| 1Y | +44.9% | +22.3% | +22.6% | +26.6% |
| 3Y | +263.0% | +111.9% | +151.0% | +119.9% |
| All | +130.7% | +152.8% | -22.1% | +18.4% |
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