+147.6%
KMI vs BROS
+33.7%
+114.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.3% |
| 7D | -2.1% | -6.1% | +4.0% | -1.7% |
| 30D | -1.7% | -12.4% | +10.7% | -1.0% |
| 3M | -1.9% | -27.9% | +26.0% | -0.3% |
| 6M | -4.3% | -16.8% | +12.5% | -4.0% |
| YTD | +15.8% | -29.0% | +44.8% | +17.3% |
| 1Y | +17.6% | -33.2% | +50.8% | +19.4% |
| 3Y | +113.1% | +56.8% | +56.4% | +99.9% |
| All | +147.6% | +33.7% | +114.0% | +140.3% |
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