+154.7%
KMI vs BURL
-11.0%
+165.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -0.9% |
| 7D | -0.5% | -2.8% | +2.3% | -0.3% |
| 30D | +0.9% | -28.2% | +29.1% | +4.0% |
| 3M | 0.0% | -17.6% | +17.6% | +1.6% |
| 6M | -5.7% | -11.8% | +6.1% | -5.1% |
| YTD | +17.5% | -8.1% | +25.6% | +17.6% |
| 1Y | +22.3% | -12.0% | +34.2% | +22.6% |
| 3Y | +111.9% | +63.3% | +48.6% | +95.4% |
| All | +154.7% | -11.0% | +165.6% | +141.9% |
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