+235.8%
KMI vs DBX
+19.3%
+216.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.2% |
| 7D | -1.8% | +0.3% | -2.0% | -1.8% |
| 30D | +0.1% | 0.0% | +0.1% | -0.1% |
| 3M | +1.2% | +26.1% | -24.9% | -3.4% |
| 6M | -3.9% | +29.4% | -33.3% | -9.3% |
| YTD | +17.5% | +24.4% | -6.9% | +11.6% |
| 1Y | +22.6% | +10.9% | +11.8% | +18.9% |
| 3Y | +116.3% | +24.1% | +92.2% | +100.3% |
| 5Y | +157.6% | +7.8% | +149.8% | +140.6% |
| All | +235.8% | +19.3% | +216.6% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling