+596.3%
JNJ vs KMI
+111.3%
+485.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -2.5% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +4.3% | +3.7% | +0.7% | +3.7% |
| 3M | +16.5% | +3.2% | +13.3% | +15.8% |
| 6M | +13.1% | -3.0% | +16.1% | +13.5% |
| YTD | +32.1% | +19.7% | +12.5% | +28.2% |
| 1Y | +54.5% | +25.6% | +28.9% | +48.5% |
| 3Y | +82.5% | +120.2% | -37.7% | +58.4% |
| 5Y | +80.0% | +160.5% | -80.5% | +50.8% |
| 10Y | +195.7% | +134.8% | +60.8% | +143.6% |
| All | +596.3% | +111.3% | +485.0% | +460.2% |
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