+129.5%
KMI vs BRO
+294.2%
-164.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.7% | -7.3% | +5.6% | +1.2% |
| 30D | -2.7% | -6.9% | +4.1% | -0.2% |
| 3M | -0.7% | +10.7% | -11.3% | -5.7% |
| 6M | -5.0% | -2.7% | -2.3% | -5.4% |
| YTD | +15.5% | -16.3% | +31.8% | +22.1% |
| 1Y | +16.4% | -29.1% | +45.5% | +32.4% |
| 3Y | +114.2% | -7.8% | +122.0% | +109.9% |
| 5Y | +153.3% | +18.7% | +134.5% | +105.6% |
| All | +129.5% | +294.2% | -164.7% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling