+111.9%
KMI vs BR
+933.1%
-821.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -1.8% | -5.0% | +3.3% | +0.1% |
| 30D | +0.1% | -2.5% | +2.5% | +0.8% |
| 3M | +1.2% | +13.5% | -12.3% | -4.5% |
| 6M | -3.9% | -9.4% | +5.5% | -1.3% |
| YTD | +17.5% | -23.3% | +40.8% | +28.6% |
| 1Y | +22.6% | -31.6% | +54.2% | +40.7% |
| 3Y | +116.3% | -5.1% | +121.4% | +113.2% |
| 5Y | +157.6% | +8.2% | +149.4% | +134.4% |
| 10Y | +136.6% | +189.8% | -53.3% | +33.5% |
| All | +111.9% | +933.1% | -821.2% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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