+930.8%
KDP vs KMI
+107.9%
+822.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +1.4% |
| 7D | +8.2% | -5.1% | +13.3% | +9.0% |
| 30D | +18.4% | -3.1% | +21.5% | +18.8% |
| 3M | +29.2% | +0.2% | +29.0% | +28.9% |
| 6M | +32.3% | +1.1% | +31.1% | +31.6% |
| YTD | +38.5% | +17.7% | +20.7% | +34.3% |
| 1Y | +48.5% | +19.6% | +28.9% | +43.6% |
| 3Y | +32.5% | +117.6% | -85.1% | +15.0% |
| 5Y | +19.7% | +143.1% | -123.4% | +1.3% |
| 10Y | +256.4% | +142.0% | +114.3% | +188.5% |
| All | +930.8% | +107.9% | +822.9% | +722.8% |
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