+244.7%
C vs KMI
+107.9%
+136.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.9% |
| 7D | -0.4% | -5.1% | +4.8% | +2.5% |
| 30D | -5.2% | -3.1% | -2.0% | -3.7% |
| 3M | -9.1% | +0.2% | -9.3% | -9.8% |
| 6M | -1.6% | +1.1% | -2.7% | -3.6% |
| YTD | +6.9% | +17.7% | -10.8% | -4.7% |
| 1Y | +23.0% | +19.6% | +3.4% | +8.5% |
| 3Y | +216.1% | +117.6% | +98.6% | +94.0% |
| 5Y | +112.2% | +143.1% | -30.9% | +21.0% |
| 10Y | +208.8% | +142.0% | +66.7% | +71.1% |
| All | +244.7% | +107.9% | +136.7% | +54.9% |
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