+267.2%
KLAC vs KMI
+112.1%
+155.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.7% | -2.9% |
| 7D | +2.5% | -2.1% | +4.5% | +2.8% |
| 30D | -11.5% | -1.7% | -9.8% | -11.3% |
| 3M | -16.9% | -1.9% | -15.1% | -16.9% |
| 6M | +22.2% | -4.3% | +26.6% | +22.5% |
| YTD | +46.4% | +15.8% | +30.6% | +38.1% |
| 1Y | +91.0% | +17.6% | +73.4% | +78.6% |
| All | +267.2% | +112.1% | +155.1% | +215.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling