+130.2%
KMI vs A
+247.2%
-117.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.1% |
| 7D | -2.1% | -4.6% | +2.5% | -0.8% |
| 30D | -1.7% | -4.3% | +2.6% | -0.6% |
| 3M | -1.9% | +8.9% | -10.8% | -4.7% |
| 6M | -4.3% | +24.5% | -28.9% | -11.6% |
| YTD | +15.8% | +5.8% | +10.0% | +12.2% |
| 1Y | +17.6% | +16.2% | +1.3% | +9.8% |
| 3Y | +113.1% | +28.5% | +84.7% | +84.9% |
| 5Y | +154.0% | -16.3% | +170.3% | +156.3% |
| All | +130.2% | +247.2% | -117.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling