+57.9%
DIA vs KMI
+148.3%
-90.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.1% | +6.5% | -4.4% | +0.3% |
| 30D | +1.5% | -3.4% | +4.9% | +2.3% |
| 3M | -2.4% | +0.4% | -2.8% | -2.9% |
| 6M | +6.0% | -0.9% | +6.9% | +5.6% |
| YTD | +10.1% | +20.5% | -10.4% | +2.4% |
| 1Y | +11.8% | +23.2% | -11.4% | +3.1% |
| 3Y | +59.7% | +121.6% | -61.9% | +14.6% |
| All | +57.9% | +148.3% | -90.4% | +8.8% |
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 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