+111.9%
KMI vs BTI
+255.5%
-143.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -1.8% | -2.4% | +0.7% | -0.8% |
| 30D | +0.1% | -4.8% | +4.8% | +2.0% |
| 3M | +1.2% | -8.1% | +9.3% | +4.1% |
| 6M | -3.9% | -4.2% | +0.3% | -3.0% |
| YTD | +17.5% | -1.3% | +18.8% | +16.9% |
| 1Y | +22.6% | +2.1% | +20.5% | +20.0% |
| 3Y | +116.3% | +108.9% | +7.4% | +53.8% |
| 5Y | +157.6% | +114.5% | +43.1% | +79.0% |
| 10Y | +136.6% | +72.2% | +64.3% | +69.7% |
| All | +111.9% | +255.5% | -143.6% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling