+26.6%
KMI vs BURL
-4.6%
+31.1%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.7% | -11.8% | -3.9% |
| 7D | -5.2% | +10.4% | -15.7% | -5.1% |
| 30D | +1.2% | -4.9% | +6.2% | +1.4% |
| 3M | +1.3% | -29.8% | +31.1% | +1.5% |
| 6M | -1.1% | -16.5% | +15.3% | -0.7% |
| YTD | +19.0% | -10.5% | +29.5% | +18.4% |
| 1Y | +26.6% | -5.3% | +31.9% | +24.7% |
| All | +26.6% | -4.6% | +31.1% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling