+150.6%
KMI vs BAX
-68.1%
+218.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -1.7% | -7.9% | +6.1% | -0.9% |
| 30D | -2.7% | -11.7% | +8.9% | -1.5% |
| 3M | -0.7% | +16.2% | -16.9% | -2.7% |
| 6M | -5.0% | +32.0% | -36.9% | -8.6% |
| YTD | +15.5% | +24.7% | -9.3% | +11.2% |
| 1Y | +16.4% | -2.6% | +19.1% | +15.9% |
| 3Y | +114.2% | -35.0% | +149.1% | +123.6% |
| All | +150.6% | -68.1% | +218.7% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling