-15.8%
F vs KMI
+128.7%
-144.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | +1.6% | -10.8% | +12.3% | +6.9% |
| 30D | +2.6% | -5.0% | +7.6% | +4.6% |
| 3M | -8.8% | -3.4% | -5.4% | -8.2% |
| 6M | +4.6% | -3.4% | +8.0% | +4.6% |
| YTD | -1.9% | +13.1% | -15.0% | -11.5% |
| 1Y | -0.8% | +19.0% | -19.8% | -13.5% |
| 3Y | +43.5% | +106.1% | -62.7% | -24.8% |
| All | -15.8% | +128.7% | -144.5% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling