+129.5%
KMI vs BNS
+188.9%
-59.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.7% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -2.7% | +3.5% | -6.2% | -5.3% |
| 3M | -0.7% | +14.1% | -14.7% | -9.9% |
| 6M | -5.0% | +33.8% | -38.7% | -23.2% |
| YTD | +15.5% | +29.5% | -14.0% | -4.8% |
| 1Y | +16.4% | +48.4% | -32.0% | -13.2% |
| 3Y | +114.2% | +129.6% | -15.4% | +13.3% |
| 5Y | +153.3% | +96.1% | +57.2% | +47.7% |
| All | +129.5% | +188.9% | -59.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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