-41.5%
DIS vs KMI
+158.6%
-200.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.9% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +0.1% | +3.7% | -3.5% | -1.3% |
| 3M | +7.1% | +3.2% | +3.9% | +5.4% |
| 6M | +4.3% | -3.0% | +7.2% | +4.7% |
| YTD | -6.9% | +19.7% | -26.6% | -14.8% |
| 1Y | -10.3% | +25.6% | -35.9% | -19.9% |
| 3Y | +32.8% | +120.2% | -87.4% | -12.4% |
| 5Y | -41.5% | +160.5% | -202.0% | -65.3% |
| All | -41.5% | +158.6% | -200.0% | -65.3% |
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 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