+17.2%
KMI vs BURL
-9.4%
+26.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +2.1% |
| 7D | -6.5% | +7.7% | -14.2% | -6.4% |
| 30D | -5.1% | -7.1% | +2.1% | -5.0% |
| 3M | 0.0% | -30.3% | +30.3% | -0.1% |
| 6M | -0.9% | -15.5% | +14.7% | -0.7% |
| YTD | +15.4% | -11.0% | +26.4% | +14.8% |
| All | +17.2% | -9.4% | +26.7% | +16.0% |
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