+133.5%
KMI vs BURL
+215.5%
-81.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -1.2% |
| 7D | -0.5% | -2.8% | +2.3% | 0.0% |
| 30D | +0.9% | -28.2% | +29.1% | +7.7% |
| 3M | 0.0% | -17.6% | +17.6% | +3.5% |
| 6M | -5.7% | -11.8% | +6.1% | -4.4% |
| YTD | +17.5% | -8.1% | +25.6% | +17.8% |
| 1Y | +22.3% | -12.0% | +34.2% | +23.0% |
| 3Y | +111.9% | +63.3% | +48.6% | +78.0% |
| 5Y | +151.8% | -10.8% | +162.7% | +137.3% |
| All | +133.5% | +215.5% | -81.9% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling