+131.6%
KMI vs D
+12.5%
+119.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -10.8% | +3.0% | -13.7% | -11.7% |
| 30D | -5.0% | +11.5% | -16.5% | -8.5% |
| 3M | -3.4% | +3.7% | -7.1% | -4.7% |
| 6M | -3.4% | +13.5% | -16.9% | -7.7% |
| YTD | +13.1% | +20.7% | -7.6% | +5.6% |
| 1Y | +19.0% | +18.2% | +0.8% | +11.8% |
| 3Y | +106.1% | +73.3% | +32.8% | +65.3% |
| All | +131.6% | +12.5% | +119.1% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling