+116.3%
KMI vs BURL
+95.8%
+20.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +1.8% |
| 7D | -6.5% | +7.7% | -14.2% | -7.0% |
| 30D | -5.1% | -7.1% | +2.1% | -4.6% |
| 3M | 0.0% | -30.3% | +30.3% | +2.6% |
| 6M | -0.9% | -15.5% | +14.7% | 0.0% |
| YTD | +15.4% | -11.0% | +26.4% | +15.5% |
| 1Y | +19.5% | -8.4% | +27.9% | +19.0% |
| 3Y | +116.3% | +96.7% | +19.6% | +99.2% |
| All | +116.3% | +95.8% | +20.5% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling