+62.5%
DRAM vs KMI
-3.3%
+65.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -8.2% |
| 7D | -16.6% | -5.2% | -11.4% | -20.0% |
| 30D | -26.9% | +1.2% | -28.1% | -25.2% |
| 3M | -17.8% | +1.3% | -19.2% | -15.9% |
| 6M | +6.2% | -1.1% | +7.4% | +6.1% |
| All | +62.5% | -3.3% | +65.8% | +61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling