+151.7%
KMI vs COO
+41.7%
+110.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +0.2% | -2.3% | +2.5% | +0.9% |
| 30D | -3.7% | +13.3% | -16.9% | -7.4% |
| 3M | +1.2% | -18.1% | +19.3% | +6.6% |
| 6M | -0.3% | +6.7% | -7.0% | -3.6% |
| YTD | +19.2% | -23.2% | +42.5% | +27.3% |
| 1Y | +21.7% | -12.3% | +34.0% | +24.1% |
| 3Y | +120.4% | -23.6% | +143.9% | +125.9% |
| 5Y | +144.9% | -38.7% | +183.6% | +167.1% |
| All | +151.7% | +41.7% | +110.0% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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