+114.8%
KMI vs DD
+41.5%
+73.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.1% | -2.9% | +0.8% | -1.7% |
| 30D | -1.7% | -11.5% | +9.8% | -0.2% |
| 3M | -1.9% | -5.4% | +3.5% | -1.4% |
| 6M | -4.3% | -6.9% | +2.6% | -4.0% |
| YTD | +15.8% | +6.9% | +8.9% | +13.2% |
| 1Y | +17.6% | +35.6% | -18.0% | +9.7% |
| All | +114.8% | +41.5% | +73.3% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling