+108.8%
JCI vs KMI
+151.2%
-42.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | +0.4% | -2.1% | +2.5% | +1.3% |
| 30D | -7.7% | -1.7% | -6.0% | -7.2% |
| 3M | +2.8% | -1.9% | +4.6% | +3.2% |
| 6M | +7.2% | -4.3% | +11.6% | +8.5% |
| YTD | +20.0% | +15.8% | +4.2% | +11.0% |
| 1Y | +33.3% | +17.6% | +15.7% | +21.9% |
| 3Y | +161.3% | +113.1% | +48.2% | +79.4% |
| 5Y | +108.8% | +154.0% | -45.2% | +32.3% |
| All | +108.8% | +151.2% | -42.4% | +32.3% |
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 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