+146.9%
KMI vs BROS
+35.1%
+111.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | -1.7% | -5.8% | +4.0% | -1.4% |
| 30D | -2.7% | -14.0% | +11.2% | -1.9% |
| 3M | -0.7% | -32.5% | +31.8% | +1.4% |
| 6M | -5.0% | -14.9% | +9.9% | -4.7% |
| YTD | +15.5% | -28.3% | +43.8% | +16.9% |
| 1Y | +16.4% | -34.0% | +50.4% | +18.4% |
| 3Y | +114.2% | +63.0% | +51.2% | +100.4% |
| All | +146.9% | +35.1% | +111.8% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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