+154.6%
JPM vs KMI
+151.2%
+3.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.3% |
| 7D | -2.3% | -2.1% | -0.3% | -1.5% |
| 30D | -2.3% | -1.7% | -0.7% | -1.8% |
| 3M | +14.9% | -1.9% | +16.8% | +15.4% |
| 6M | +23.6% | -4.3% | +28.0% | +25.0% |
| YTD | +11.3% | +15.8% | -4.5% | +2.7% |
| 1Y | +19.9% | +17.6% | +2.3% | +9.6% |
| 3Y | +162.6% | +113.1% | +49.5% | +77.5% |
| 5Y | +154.6% | +154.0% | +0.6% | +51.1% |
| All | +154.6% | +151.2% | +3.5% | +51.1% |
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