+169.5%
KDP vs KMI
+136.8%
+32.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -3.7% | -1.7% | -2.0% | -3.3% |
| 30D | +6.2% | -2.7% | +8.9% | +6.8% |
| 3M | +1.2% | -0.7% | +1.9% | +1.3% |
| 6M | +15.3% | -5.0% | +20.3% | +16.4% |
| YTD | +14.8% | +15.5% | -0.7% | +10.8% |
| 1Y | +17.6% | +16.4% | +1.2% | +13.1% |
| 3Y | +2.1% | +114.2% | -112.0% | -16.2% |
| 5Y | +2.7% | +153.3% | -150.5% | -20.0% |
| All | +169.5% | +136.8% | +32.7% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling