+108.2%
KMI vs BNY
+641.1%
-532.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -1.3% | -0.4% | -1.1% |
| 30D | -2.7% | -0.2% | -2.6% | -2.7% |
| 3M | -0.7% | +14.9% | -15.6% | -7.2% |
| 6M | -5.0% | +40.0% | -45.0% | -19.2% |
| YTD | +15.5% | +42.0% | -26.5% | -3.1% |
| 1Y | +16.4% | +56.9% | -40.4% | -7.0% |
| 3Y | +114.2% | +289.9% | -175.7% | +9.6% |
| 5Y | +153.3% | +259.2% | -105.9% | +30.9% |
| 10Y | +132.4% | +413.3% | -280.8% | -3.1% |
| All | +108.2% | +641.1% | -532.9% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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