+121.6%
KMI vs BROS
+30.6%
+91.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -0.6% |
| 7D | +6.5% | +6.3% | +0.2% | +6.2% |
| 30D | -3.4% | -8.3% | +4.9% | -3.1% |
| 3M | +0.4% | -29.8% | +30.2% | +1.9% |
| 6M | -0.9% | -25.8% | +24.9% | -0.3% |
| YTD | +20.5% | -41.4% | +61.9% | +22.7% |
| 1Y | +23.2% | -35.2% | +58.3% | +24.3% |
| 3Y | +121.6% | +32.8% | +88.8% | +112.8% |
| All | +121.6% | +30.6% | +91.0% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling