+115.7%
KMI vs BIDU
-27.0%
+142.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.0% | +8.8% | +2.8% |
| 7D | -0.4% | -2.4% | +2.1% | -0.1% |
| 30D | +3.7% | -15.6% | +19.3% | +5.9% |
| 3M | +3.2% | -22.3% | +25.5% | +6.3% |
| 6M | -3.0% | -22.3% | +19.3% | -0.7% |
| YTD | +19.7% | -29.2% | +48.8% | +23.7% |
| 1Y | +25.6% | -14.8% | +40.4% | +25.2% |
| 3Y | +120.2% | -31.8% | +152.0% | +121.9% |
| 5Y | +160.5% | -43.1% | +203.6% | +155.9% |
| 10Y | +134.8% | -50.6% | +185.5% | +111.9% |
| All | +115.7% | -27.0% | +142.7% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling