+129.5%
KMI vs BIDU
-48.7%
+178.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -1.7% | -8.1% | +6.4% | -0.8% |
| 30D | -2.7% | -12.8% | +10.1% | -1.5% |
| 3M | -0.7% | -21.3% | +20.6% | +1.6% |
| 6M | -5.0% | -27.0% | +22.0% | -2.4% |
| YTD | +15.5% | -30.0% | +45.5% | +18.8% |
| 1Y | +16.4% | -18.3% | +34.7% | +16.7% |
| 3Y | +114.2% | -33.8% | +148.0% | +116.7% |
| 5Y | +153.3% | -44.3% | +197.6% | +151.9% |
| All | +129.5% | -48.7% | +178.2% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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