+148.2%
KMI vs DECK
+874.1%
-725.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -10.8% | +5.8% | -16.5% | -11.7% |
| 30D | -5.0% | +7.9% | -12.9% | -6.4% |
| 3M | -3.4% | -11.4% | +8.0% | -1.7% |
| 6M | -3.4% | -16.6% | +13.2% | -1.2% |
| YTD | +13.1% | -16.4% | +29.5% | +14.7% |
| 1Y | +19.0% | +8.6% | +10.4% | +14.7% |
| 3Y | +106.1% | -15.1% | +121.2% | +95.7% |
| 5Y | +130.1% | +22.9% | +107.2% | +94.2% |
| All | +148.2% | +874.1% | -725.9% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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