+26.6%
KMI vs BAX
+46.0%
-19.5%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -4.0% |
| 7D | -5.2% | +4.1% | -9.3% | -5.0% |
| 30D | +1.2% | +9.4% | -8.2% | +1.5% |
| 3M | +1.3% | -6.5% | +7.8% | +1.6% |
| 6M | -1.1% | +59.6% | -60.7% | -1.6% |
| YTD | +19.0% | +38.9% | -19.9% | +17.6% |
| 1Y | +26.6% | +48.0% | -21.4% | +24.6% |
| All | +26.6% | +46.0% | -19.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling