-6.1%
F vs KMI
+22.3%
-28.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | 0.0% |
| 7D | -3.1% | +6.5% | -9.6% | -1.9% |
| 30D | 0.0% | -3.4% | +3.5% | -0.6% |
| 3M | -13.2% | +0.4% | -13.6% | -13.2% |
| 6M | -10.2% | -0.9% | -9.3% | -10.1% |
| YTD | -4.9% | +20.5% | -25.4% | -4.4% |
| 1Y | -6.1% | +23.2% | -29.3% | -5.3% |
| All | -6.1% | +22.3% | -28.4% | -5.3% |
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 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