+184.1%
DIS vs KMI
+107.5%
+76.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | +3.5% | +0.9% | +2.6% | +3.1% |
| 3M | +6.8% | 0.0% | +6.8% | +6.5% |
| 6M | +3.0% | -5.7% | +8.7% | +4.4% |
| YTD | -6.7% | +17.5% | -24.2% | -12.6% |
| 1Y | -10.1% | +22.3% | -32.4% | -17.1% |
| 3Y | +33.0% | +111.9% | -78.9% | 0.0% |
| 5Y | -40.0% | +151.8% | -191.8% | -57.6% |
| 10Y | +21.1% | +138.7% | -117.6% | -17.5% |
| All | +184.1% | +107.5% | +76.7% | +81.4% |
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