+103.9%
KMI vs D
+201.5%
-97.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | -10.8% | +3.0% | -13.7% | -11.9% |
| 30D | -5.0% | +11.5% | -16.5% | -9.3% |
| 3M | -3.4% | +3.7% | -7.1% | -5.0% |
| 6M | -3.4% | +13.5% | -16.9% | -8.8% |
| YTD | +13.1% | +20.7% | -7.6% | +3.9% |
| 1Y | +19.0% | +18.2% | +0.8% | +10.1% |
| 3Y | +106.1% | +73.3% | +32.8% | +58.9% |
| 5Y | +130.1% | +12.3% | +117.8% | +112.6% |
| 10Y | +151.9% | +43.4% | +108.5% | +97.1% |
| All | +103.9% | +201.5% | -97.6% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling