+74.3%
F vs KMI
+142.5%
-68.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.8% |
| 7D | +1.0% | -5.1% | +6.1% | +3.6% |
| 30D | +2.1% | -3.1% | +5.3% | +3.4% |
| 3M | -10.3% | +0.2% | -10.5% | -11.2% |
| 6M | +3.3% | +1.1% | +2.1% | +0.9% |
| YTD | -2.0% | +17.7% | -19.7% | -13.0% |
| 1Y | -2.3% | +19.6% | -21.9% | -14.3% |
| 3Y | +49.9% | +117.6% | -67.7% | -12.1% |
| 5Y | -12.5% | +143.1% | -155.6% | -51.7% |
| 10Y | +74.3% | +142.0% | -67.8% | -13.2% |
| All | +74.3% | +142.5% | -68.2% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling