+502.5%
DIA vs KMI
+107.5%
+395.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -1.5% | +0.9% | -2.4% | -1.9% |
| 3M | +3.8% | 0.0% | +3.8% | +3.5% |
| 6M | +10.3% | -5.7% | +16.0% | +11.7% |
| YTD | +12.1% | +17.5% | -5.4% | +5.8% |
| 1Y | +18.6% | +22.3% | -3.6% | +10.4% |
| 3Y | +60.6% | +111.9% | -51.3% | +24.0% |
| 5Y | +64.4% | +151.8% | -87.4% | +19.2% |
| 10Y | +250.1% | +138.7% | +111.4% | +145.6% |
| All | +502.5% | +107.5% | +395.0% | +303.0% |
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