+129.5%
KMI vs BG
+166.7%
-37.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.3% |
| 7D | -1.7% | +3.1% | -4.8% | -2.8% |
| 30D | -2.7% | +10.2% | -13.0% | -6.0% |
| 3M | -0.7% | -1.7% | +1.0% | -0.6% |
| 6M | -5.0% | +1.0% | -5.9% | -6.1% |
| YTD | +15.5% | +39.9% | -24.4% | +1.3% |
| 1Y | +16.4% | +53.2% | -36.8% | -1.9% |
| 3Y | +114.2% | +16.3% | +97.9% | +95.9% |
| 5Y | +153.3% | +83.9% | +69.4% | +86.2% |
| All | +129.5% | +166.7% | -37.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling