+117.9%
KMI vs BP
+137.8%
-19.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.6% |
| 7D | +6.0% | +2.5% | +3.5% | +4.6% |
| 30D | -3.4% | -5.6% | +2.2% | -0.3% |
| 3M | +1.8% | +8.0% | -6.3% | -3.0% |
| 6M | +0.4% | +5.7% | -5.2% | -3.8% |
| YTD | +20.8% | +36.8% | -16.0% | -1.3% |
| 1Y | +23.0% | +30.7% | -7.7% | +2.9% |
| 3Y | +123.3% | +51.6% | +71.7% | +65.1% |
| 5Y | +149.8% | +112.2% | +37.6% | +43.5% |
| 10Y | +159.0% | +138.6% | +20.4% | +28.8% |
| All | +117.9% | +137.8% | -19.9% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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