+111.9%
KMI vs BG
+162.6%
-50.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | +0.1% | +10.3% | -10.3% | -3.4% |
| 3M | +1.2% | -1.9% | +3.1% | +1.3% |
| 6M | -3.9% | +5.2% | -9.2% | -6.5% |
| YTD | +17.5% | +41.2% | -23.6% | +2.8% |
| 1Y | +22.6% | +50.5% | -27.9% | +4.0% |
| 3Y | +116.3% | +19.9% | +96.4% | +95.0% |
| 5Y | +157.6% | +86.7% | +70.9% | +90.2% |
| 10Y | +136.6% | +167.5% | -30.9% | +36.9% |
| All | +111.9% | +162.6% | -50.7% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling