+117.2%
KMI vs BN
+666.4%
-549.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | +6.5% | -1.0% | +7.5% | +7.0% |
| 30D | -3.4% | +14.0% | -17.4% | -9.7% |
| 3M | +0.4% | -9.0% | +9.4% | +4.2% |
| 6M | -0.9% | -8.8% | +7.9% | +2.0% |
| YTD | +20.5% | -10.3% | +30.7% | +23.2% |
| 1Y | +23.2% | -5.8% | +29.0% | +22.7% |
| 3Y | +121.6% | +94.8% | +26.8% | +43.2% |
| 5Y | +149.1% | +31.5% | +117.6% | +91.7% |
| 10Y | +158.3% | +291.9% | -133.6% | +1.7% |
| All | +117.2% | +666.4% | -549.2% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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