+154.3%
KMI vs BAX
-35.8%
+190.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +6.5% | +0.1% | +6.5% | +6.5% |
| 30D | -3.4% | +4.1% | -7.5% | -4.4% |
| 3M | +0.4% | -4.5% | +4.9% | +0.9% |
| 6M | -0.9% | +49.2% | -50.2% | -9.4% |
| YTD | +20.5% | +35.2% | -14.8% | +10.9% |
| 1Y | +23.2% | +38.3% | -15.1% | +12.7% |
| 3Y | +121.6% | -19.0% | +140.7% | +122.2% |
| 5Y | +149.1% | -64.2% | +213.3% | +218.4% |
| All | +154.3% | -35.8% | +190.2% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling