+328.3%
DUK vs KMI
+104.5%
+223.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -1.7% | -2.1% | +0.4% | -1.2% |
| 30D | -2.2% | -1.7% | -0.6% | -1.9% |
| 3M | -3.7% | -1.9% | -1.8% | -3.4% |
| 6M | -6.3% | -4.3% | -2.0% | -5.6% |
| YTD | +4.5% | +15.8% | -11.3% | +1.1% |
| 1Y | +1.8% | +17.6% | -15.8% | -1.9% |
| 3Y | +46.8% | +113.1% | -66.3% | +23.4% |
| 5Y | +40.2% | +154.0% | -113.7% | +13.2% |
| 10Y | +129.8% | +133.1% | -3.3% | +80.8% |
| All | +328.3% | +104.5% | +223.8% | +227.1% |
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