+120.2%
KMI vs D
+65.5%
+54.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.7% |
| 7D | -0.4% | +0.8% | -1.1% | -0.6% |
| 30D | +3.7% | -0.7% | +4.4% | +3.9% |
| 3M | +3.2% | +2.1% | +1.1% | +2.6% |
| 6M | -3.0% | +6.8% | -9.8% | -4.7% |
| YTD | +19.7% | +16.5% | +3.1% | +14.9% |
| 1Y | +25.6% | +19.2% | +6.5% | +19.7% |
| 3Y | +120.2% | +61.9% | +58.4% | +94.9% |
| All | +120.2% | +65.5% | +54.7% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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