+340.5%
JCI vs KMI
+136.8%
+203.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | +0.7% | -1.7% | +2.5% | +1.5% |
| 30D | -4.4% | -2.7% | -1.7% | -3.4% |
| 3M | +1.7% | -0.7% | +2.3% | +1.6% |
| 6M | +8.8% | -5.0% | +13.8% | +10.5% |
| YTD | +22.6% | +15.5% | +7.2% | +13.8% |
| 1Y | +36.2% | +16.4% | +19.8% | +25.5% |
| 3Y | +168.0% | +114.2% | +53.9% | +85.0% |
| 5Y | +113.5% | +153.3% | -39.8% | +34.8% |
| All | +340.5% | +136.8% | +203.6% | +176.0% |
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