+106.1%
KMI vs COMP
+353.8%
-247.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.7% | -11.5% | -1.0% |
| 7D | -10.8% | +13.4% | -24.2% | -11.0% |
| 30D | -5.0% | +11.1% | -16.1% | -5.3% |
| 3M | -3.4% | -18.8% | +15.5% | -2.9% |
| 6M | -3.4% | +10.5% | -13.9% | -4.0% |
| YTD | +13.1% | -3.4% | +16.5% | +12.7% |
| 1Y | +19.0% | +19.7% | -0.7% | +17.2% |
| 3Y | +106.1% | +381.6% | -275.5% | +82.3% |
| All | +106.1% | +353.8% | -247.6% | +82.3% |
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