+47.7%
KDP vs KMI
+20.8%
+26.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +4.0% | +0.2% | +3.7% | +3.9% |
| 30D | +16.8% | -3.7% | +20.5% | +16.7% |
| 3M | +32.0% | +1.2% | +30.8% | +31.1% |
| 6M | +35.2% | -0.3% | +35.4% | +34.0% |
| YTD | +40.9% | +19.2% | +21.7% | +39.2% |
| 1Y | +47.7% | +21.7% | +26.0% | +45.5% |
| All | +47.7% | +20.8% | +26.9% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling