+131.6%
KMI vs BURL
-17.2%
+148.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -10.8% | +4.1% | -14.8% | -11.1% |
| 30D | -5.0% | -9.5% | +4.5% | -4.2% |
| 3M | -3.4% | -33.5% | +30.1% | +0.2% |
| 6M | -3.4% | -22.1% | +18.7% | -1.6% |
| YTD | +13.1% | -14.6% | +27.7% | +13.8% |
| 1Y | +19.0% | -8.4% | +27.4% | +18.6% |
| 3Y | +106.1% | +86.6% | +19.6% | +87.1% |
| All | +131.6% | -17.2% | +148.7% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling