+132.2%
DAL vs KMI
+132.9%
-0.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | -13.9% | +0.9% | -14.8% | -14.6% |
| 3M | +1.1% | 0.0% | +1.1% | +0.3% |
| 6M | +26.2% | -5.7% | +31.9% | +28.7% |
| YTD | +16.4% | +17.5% | -1.1% | +2.6% |
| 1Y | +33.9% | +22.3% | +11.6% | +14.2% |
| 3Y | +93.4% | +111.9% | -18.6% | +11.2% |
| 5Y | +106.4% | +151.8% | -45.5% | +2.9% |
| All | +132.2% | +132.9% | -0.8% | +12.8% |
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