+111.8%
KMI vs BAX
+27.6%
+84.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | +0.9% | -5.5% | +6.4% | +2.2% |
| 3M | 0.0% | +33.5% | -33.6% | -7.7% |
| 6M | -5.7% | +35.9% | -41.6% | -13.8% |
| YTD | +17.5% | +35.4% | -17.9% | +6.3% |
| 1Y | +22.3% | +9.8% | +12.5% | +16.4% |
| 3Y | +111.9% | -32.7% | +144.7% | +125.5% |
| 5Y | +151.8% | -65.6% | +217.4% | +236.1% |
| 10Y | +138.7% | -34.9% | +173.6% | +131.5% |
| All | +111.8% | +27.6% | +84.2% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling