+157.8%
KMI vs DD
+58.1%
+99.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.2% |
| 7D | -1.8% | -3.8% | +2.0% | -0.9% |
| 30D | +0.1% | -9.2% | +9.3% | +2.2% |
| 3M | +1.2% | -9.0% | +10.2% | +3.1% |
| 6M | -3.9% | -5.0% | +1.0% | -3.7% |
| YTD | +17.5% | +7.4% | +10.1% | +13.5% |
| 1Y | +22.6% | +35.1% | -12.5% | +10.5% |
| 3Y | +116.3% | +43.2% | +73.1% | +86.2% |
| All | +157.8% | +58.1% | +99.6% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling