+108.8%
KMI vs BDX
+272.8%
-164.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.8% |
| 7D | -2.1% | -5.4% | +3.4% | -0.2% |
| 30D | -1.7% | -2.2% | +0.5% | -1.1% |
| 3M | -1.9% | +20.1% | -22.0% | -8.5% |
| 6M | -4.3% | +9.1% | -13.4% | -8.0% |
| YTD | +15.8% | +17.9% | -2.1% | +7.9% |
| 1Y | +17.6% | +22.1% | -4.5% | +7.8% |
| 3Y | +113.1% | -10.5% | +123.7% | +116.0% |
| 5Y | +154.0% | -2.6% | +156.6% | +144.7% |
| 10Y | +133.1% | +57.5% | +75.6% | +71.9% |
| All | +108.8% | +272.8% | -164.1% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling