+117.2%
KMI vs BP
+139.9%
-22.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | +6.5% | +3.8% | +2.7% | +4.4% |
| 30D | -3.4% | -5.3% | +1.9% | -0.5% |
| 3M | +0.4% | +9.3% | -8.9% | -4.9% |
| 6M | -0.9% | +7.2% | -8.2% | -5.8% |
| YTD | +20.5% | +38.0% | -17.5% | -2.1% |
| 1Y | +23.2% | +33.2% | -10.0% | +2.0% |
| 3Y | +121.6% | +50.3% | +71.3% | +64.8% |
| 5Y | +149.1% | +114.1% | +35.0% | +42.4% |
| 10Y | +158.3% | +140.7% | +17.5% | +27.8% |
| All | +117.2% | +139.9% | -22.6% | +1.2% |
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