+154.7%
KMI vs COMP
-31.2%
+185.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +0.9% | -13.3% | +14.2% | +1.7% |
| 3M | 0.0% | +41.1% | -41.1% | -2.5% |
| 6M | -5.7% | +17.2% | -22.9% | -7.4% |
| YTD | +17.5% | +5.2% | +12.3% | +15.9% |
| 1Y | +22.3% | +18.9% | +3.4% | +19.2% |
| 3Y | +111.9% | +215.9% | -104.0% | +86.6% |
| All | +154.7% | -31.2% | +185.8% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling