+115.7%
KMI vs DAR
+360.0%
-244.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.0% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | +3.7% | +13.0% | -9.3% | -0.2% |
| 3M | +3.2% | +15.0% | -11.8% | -1.5% |
| 6M | -3.0% | +26.8% | -29.8% | -10.4% |
| YTD | +19.7% | +86.4% | -66.8% | -1.9% |
| 1Y | +25.6% | +115.1% | -89.5% | -2.5% |
| 3Y | +120.2% | +14.6% | +105.6% | +98.6% |
| 5Y | +160.5% | -8.8% | +169.3% | +143.8% |
| 10Y | +134.8% | +356.5% | -221.7% | +16.0% |
| All | +115.7% | +360.0% | -244.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DAR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling