+111.8%
KMI vs BP
+127.3%
-15.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.9% |
| 7D | -0.5% | +3.9% | -4.4% | -2.7% |
| 30D | +0.9% | +7.6% | -6.7% | -3.4% |
| 3M | 0.0% | +0.7% | -0.7% | -1.2% |
| 6M | -5.7% | +15.5% | -21.2% | -14.4% |
| YTD | +17.5% | +30.8% | -13.3% | -1.3% |
| 1Y | +22.3% | +34.3% | -12.0% | +0.7% |
| 3Y | +111.9% | +35.1% | +76.9% | +67.7% |
| 5Y | +151.8% | +126.8% | +25.0% | +38.5% |
| 10Y | +138.7% | +123.4% | +15.3% | +23.6% |
| All | +111.8% | +127.3% | -15.5% | +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