+22.3%
DIS vs KMI
+132.8%
-110.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.1% |
| 7D | -3.5% | -1.8% | -1.8% | -2.8% |
| 30D | +1.0% | +0.1% | +0.9% | +0.8% |
| 3M | +5.7% | +1.2% | +4.5% | +4.8% |
| 6M | +3.3% | -3.9% | +7.2% | +4.1% |
| YTD | -7.7% | +17.5% | -25.3% | -14.8% |
| 1Y | -10.0% | +22.6% | -32.6% | -18.6% |
| 3Y | +31.7% | +116.3% | -84.6% | -8.6% |
| 5Y | -42.2% | +157.6% | -199.8% | -63.0% |
| 10Y | +22.3% | +136.6% | -114.2% | -26.6% |
| All | +22.3% | +132.8% | -110.4% | -26.6% |
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