+5.1%
KDP vs KMI
+158.6%
-153.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.4% |
| 7D | +2.1% | -0.4% | +2.4% | +2.1% |
| 30D | +8.5% | +3.7% | +4.8% | +7.8% |
| 3M | +6.6% | +3.2% | +3.4% | +5.9% |
| 6M | +17.1% | -3.0% | +20.1% | +17.5% |
| YTD | +19.0% | +19.7% | -0.6% | +15.1% |
| 1Y | +21.8% | +25.6% | -3.9% | +16.6% |
| 3Y | +6.4% | +120.2% | -113.8% | -10.4% |
| 5Y | +5.1% | +160.5% | -155.3% | -16.3% |
| All | +5.1% | +158.6% | -153.4% | -16.3% |
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