+112.3%
KMI vs D
+200.5%
-88.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -5.1% | +2.4% | -7.5% | -6.1% |
| 30D | -3.1% | +10.9% | -14.1% | -7.4% |
| 3M | +0.2% | +2.8% | -2.6% | -1.1% |
| 6M | +1.1% | +12.7% | -11.6% | -4.2% |
| YTD | +17.7% | +20.3% | -2.6% | +8.3% |
| 1Y | +19.6% | +17.1% | +2.5% | +11.1% |
| 3Y | +117.6% | +75.1% | +42.5% | +66.9% |
| 5Y | +143.1% | +13.1% | +130.0% | +123.8% |
| 10Y | +142.0% | +48.3% | +93.8% | +86.2% |
| All | +112.3% | +200.5% | -88.2% | +7.4% |
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