+837.5%
JCI vs KMI
+107.5%
+730.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | -5.7% | +0.9% | -6.6% | -6.1% |
| 3M | -1.4% | 0.0% | -1.4% | -1.7% |
| 6M | +4.1% | -5.7% | +9.8% | +5.8% |
| YTD | +21.7% | +17.5% | +4.3% | +14.0% |
| 1Y | +36.1% | +22.3% | +13.9% | +25.2% |
| 3Y | +154.4% | +111.9% | +42.5% | +90.6% |
| 5Y | +112.0% | +151.8% | -39.8% | +48.3% |
| 10Y | +322.2% | +138.7% | +183.6% | +186.4% |
| All | +837.5% | +107.5% | +730.0% | +499.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling