+160.5%
KMI vs ALL
+117.0%
+43.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.6% |
| 7D | -0.4% | -1.7% | +1.3% | +0.1% |
| 30D | +3.7% | -4.7% | +8.3% | +5.2% |
| 3M | +3.2% | +18.4% | -15.2% | -2.7% |
| 6M | -3.0% | +20.5% | -23.5% | -9.1% |
| YTD | +19.7% | +23.5% | -3.9% | +10.8% |
| 1Y | +25.6% | +29.0% | -3.4% | +14.4% |
| 3Y | +120.2% | +153.7% | -33.5% | +57.7% |
| 5Y | +160.5% | +114.8% | +45.7% | +99.2% |
| All | +160.5% | +117.0% | +43.5% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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