+150.6%
KMI vs BTI
+118.0%
+32.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -2.7% | -1.1% | -1.7% | -2.4% |
| 3M | -0.7% | -8.8% | +8.1% | +1.7% |
| 6M | -5.0% | -4.0% | -1.0% | -4.3% |
| YTD | +15.5% | +0.4% | +15.1% | +14.5% |
| 1Y | +16.4% | +1.9% | +14.5% | +14.8% |
| 3Y | +114.2% | +108.5% | +5.6% | +61.4% |
| All | +150.6% | +118.0% | +32.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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