+119.3%
KMI vs COMP
+426.2%
-306.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.2% |
| 7D | +0.2% | +2.2% | -2.0% | +0.2% |
| 30D | -3.7% | +16.3% | -20.0% | -4.0% |
| 3M | +1.2% | -19.1% | +20.4% | +1.7% |
| 6M | -0.3% | +17.1% | -17.4% | -1.1% |
| YTD | +19.2% | -2.9% | +22.2% | +18.9% |
| 1Y | +21.7% | +8.8% | +12.9% | +20.5% |
| All | +119.3% | +426.2% | -306.8% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling