+111.8%
KMI vs D
+189.4%
-77.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | +0.9% | -3.6% | +4.5% | +2.4% |
| 3M | 0.0% | -1.0% | +1.0% | +0.3% |
| 6M | -5.7% | +6.3% | -12.0% | -8.4% |
| YTD | +17.5% | +14.7% | +2.8% | +10.5% |
| 1Y | +22.3% | +16.9% | +5.3% | +13.8% |
| 3Y | +111.9% | +56.8% | +55.1% | +70.3% |
| 5Y | +151.8% | +5.2% | +146.6% | +139.1% |
| 10Y | +138.7% | +35.9% | +102.8% | +91.6% |
| All | +111.8% | +189.4% | -77.6% | +9.1% |
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