+146.4%
KMI vs BROS
-43.5%
+189.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -0.7% |
| 7D | +6.5% | +6.3% | +0.2% | +6.0% |
| 30D | -3.4% | -8.3% | +4.9% | -3.0% |
| 3M | +0.4% | -29.8% | +30.2% | +2.6% |
| 6M | -0.9% | -25.8% | +24.9% | +0.3% |
| YTD | +20.5% | -41.4% | +61.9% | +23.8% |
| 1Y | +23.2% | -35.2% | +58.3% | +25.3% |
| 3Y | +121.6% | +32.8% | +88.8% | +105.5% |
| All | +146.4% | -43.5% | +189.9% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling