+230.0%
KMI vs DBX
+22.6%
+207.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.5% |
| 7D | -1.7% | +2.1% | -3.8% | -2.1% |
| 30D | -2.7% | +5.7% | -8.5% | -3.9% |
| 3M | -0.7% | +31.8% | -32.5% | -5.9% |
| 6M | -5.0% | +37.5% | -42.4% | -11.3% |
| YTD | +15.5% | +27.9% | -12.4% | +9.1% |
| 1Y | +16.4% | +15.0% | +1.4% | +12.1% |
| 3Y | +114.2% | +27.2% | +87.0% | +97.5% |
| 5Y | +153.3% | +12.8% | +140.5% | +134.4% |
| All | +230.0% | +22.6% | +207.3% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling