+136.6%
KMI vs CAPR
-77.3%
+213.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.9% | -1.7% |
| 7D | -1.8% | -12.6% | +10.9% | -1.5% |
| 30D | +0.1% | +124.4% | -124.4% | -1.5% |
| 3M | +1.2% | -66.8% | +67.9% | +1.8% |
| 6M | -3.9% | -71.8% | +67.9% | -3.1% |
| YTD | +17.5% | -70.1% | +87.6% | +18.3% |
| 1Y | +22.6% | +33.3% | -10.7% | +15.9% |
| 3Y | +116.3% | +36.7% | +79.6% | +97.6% |
| 5Y | +157.6% | +72.5% | +85.1% | +130.8% |
| 10Y | +136.6% | -77.3% | +213.8% | +99.0% |
| All | +136.6% | -77.3% | +213.8% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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