+115.7%
KMI vs BB
-88.2%
+204.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.6% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | +3.7% | -12.4% | +16.0% | +4.8% |
| 3M | +3.2% | -15.3% | +18.4% | +4.0% |
| 6M | -3.0% | +128.8% | -131.8% | -12.3% |
| YTD | +19.7% | +107.7% | -88.0% | +9.1% |
| 1Y | +25.6% | +103.9% | -78.3% | +14.3% |
| 3Y | +120.2% | +72.6% | +47.6% | +97.0% |
| 5Y | +160.5% | -24.3% | +184.7% | +148.0% |
| 10Y | +134.8% | +3.1% | +131.7% | +87.6% |
| All | +115.7% | -88.2% | +204.0% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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