+145.8%
GOOG vs KMI
+111.5%
+34.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | 0.0% | -1.7% | +1.8% | +0.3% |
| 30D | -2.0% | -2.7% | +0.8% | -1.7% |
| 3M | -5.9% | -0.7% | -5.2% | -6.1% |
| 6M | +8.9% | -5.0% | +13.9% | +9.3% |
| YTD | +7.1% | +15.5% | -8.4% | +3.2% |
| 1Y | +39.7% | +16.4% | +23.2% | +34.1% |
| 3Y | +145.8% | +114.2% | +31.7% | +105.8% |
| All | +145.8% | +111.5% | +34.3% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling