+147.5%
KMI vs COMP
-49.2%
+196.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.6% | +1.7% |
| 7D | -6.5% | +14.5% | -21.1% | -7.3% |
| 30D | -5.1% | +14.9% | -20.0% | -5.9% |
| 3M | 0.0% | -14.2% | +14.2% | +0.6% |
| 6M | -0.9% | +23.7% | -24.6% | -2.8% |
| YTD | +15.4% | +2.1% | +13.3% | +13.8% |
| 1Y | +19.5% | +26.2% | -6.7% | +16.0% |
| 3Y | +116.3% | +470.9% | -354.6% | +82.4% |
| 5Y | +136.6% | -14.0% | +150.6% | +112.0% |
| All | +147.5% | -49.2% | +196.8% | +127.6% |
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