+1,049.7%
JPM vs KMI
+111.3%
+938.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.3% | -2.2% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -1.1% | +3.7% | -4.8% | -2.8% |
| 3M | +14.1% | +3.2% | +11.0% | +12.1% |
| 6M | +23.3% | -3.0% | +26.3% | +24.0% |
| YTD | +11.3% | +19.7% | -8.4% | +1.5% |
| 1Y | +23.0% | +25.6% | -2.6% | +9.4% |
| 3Y | +162.6% | +120.2% | +42.3% | +78.9% |
| 5Y | +152.8% | +160.5% | -7.7% | +57.6% |
| 10Y | +583.6% | +134.8% | +448.8% | +324.0% |
| All | +1,049.7% | +111.3% | +938.4% | +530.2% |
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