+84.2%
JNJ vs KMI
+151.4%
-67.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -3.5% | -1.7% | -1.8% | -3.3% |
| 30D | +2.3% | -2.7% | +5.1% | +2.6% |
| 3M | +12.0% | -0.7% | +12.7% | +12.0% |
| 6M | +10.5% | -5.0% | +15.4% | +11.1% |
| YTD | +30.4% | +15.5% | +14.9% | +28.0% |
| 1Y | +52.1% | +16.4% | +35.7% | +49.0% |
| 3Y | +77.8% | +114.2% | -36.4% | +54.9% |
| All | +84.2% | +151.4% | -67.2% | +57.0% |
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 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