+43.3%
DIS vs KMI
+102.8%
-59.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +5.2% | -10.8% | +16.0% | +7.4% |
| 30D | +11.5% | -5.0% | +16.5% | +12.3% |
| 3M | +11.5% | -3.4% | +14.9% | +11.9% |
| 6M | +8.9% | -3.4% | +12.3% | +8.8% |
| YTD | +3.4% | +13.1% | -9.7% | -2.0% |
| 1Y | +7.2% | +19.0% | -11.8% | -0.2% |
| 3Y | +43.3% | +106.1% | -62.8% | +19.3% |
| All | +43.3% | +102.8% | -59.5% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling