+129.5%
KMI vs DD
+66.6%
+62.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | -3.5% | +1.8% | -0.3% |
| 30D | -2.7% | -11.7% | +8.9% | +2.0% |
| 3M | -0.7% | -9.2% | +8.6% | +2.7% |
| 6M | -5.0% | -7.2% | +2.2% | -3.6% |
| YTD | +15.5% | +6.6% | +8.9% | +9.8% |
| 1Y | +16.4% | +32.0% | -15.6% | +0.4% |
| 3Y | +114.2% | +42.1% | +72.0% | +71.3% |
| 5Y | +153.3% | +58.1% | +95.2% | +85.7% |
| All | +129.5% | +66.6% | +62.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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