+152.1%
KMI vs COMP
-49.7%
+201.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -1.8% | +0.8% | -2.6% | -1.8% |
| 30D | +0.1% | -13.9% | +13.9% | +0.8% |
| 3M | +1.2% | +30.7% | -29.6% | -0.8% |
| 6M | -3.9% | +18.7% | -22.6% | -5.8% |
| YTD | +17.5% | +1.0% | +16.5% | +16.2% |
| 1Y | +22.6% | +15.1% | +7.6% | +19.8% |
| 3Y | +116.3% | +219.8% | -103.5% | +90.5% |
| 5Y | +157.6% | -28.7% | +186.3% | +133.0% |
| All | +152.1% | -49.7% | +201.8% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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