+108.8%
KMI vs BBY
+345.1%
-236.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -2.1% | +0.7% | -2.7% | -2.2% |
| 30D | -1.7% | +5.8% | -7.5% | -2.8% |
| 3M | -1.9% | +18.0% | -19.9% | -5.2% |
| 6M | -4.3% | +39.8% | -44.2% | -11.0% |
| YTD | +15.8% | +35.4% | -19.6% | +8.0% |
| 1Y | +17.6% | +21.4% | -3.8% | +11.7% |
| 3Y | +113.1% | +39.5% | +73.6% | +91.1% |
| 5Y | +154.0% | -0.5% | +154.5% | +137.9% |
| 10Y | +133.1% | +240.0% | -106.9% | +73.8% |
| All | +108.8% | +345.1% | -236.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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