+787.3%
KDP vs KMI
+107.5%
+679.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +6.0% | +0.9% | +5.1% | +5.8% |
| 3M | +9.2% | 0.0% | +9.2% | +9.1% |
| 6M | +14.7% | -5.7% | +20.4% | +15.6% |
| YTD | +19.2% | +17.5% | +1.7% | +15.8% |
| 1Y | +15.2% | +22.3% | -7.1% | +11.1% |
| 3Y | +6.0% | +111.9% | -106.0% | -7.5% |
| 5Y | +5.4% | +151.8% | -146.4% | -11.2% |
| 10Y | +171.9% | +138.7% | +33.2% | +120.7% |
| All | +787.3% | +107.5% | +679.8% | +609.7% |
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