+150.6%
KMI vs BDX
-2.2%
+152.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -1.7% | -3.2% | +1.4% | -1.1% |
| 30D | -2.7% | -2.5% | -0.2% | -2.3% |
| 3M | -0.7% | +21.4% | -22.1% | -5.0% |
| 6M | -5.0% | +10.4% | -15.4% | -7.3% |
| YTD | +15.5% | +18.8% | -3.4% | +10.4% |
| 1Y | +16.4% | +21.7% | -5.3% | +10.5% |
| 3Y | +114.2% | -10.0% | +124.1% | +120.2% |
| All | +150.6% | -2.2% | +152.8% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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