+133.5%
KMI vs DECK
+718.3%
-584.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -0.5% | -2.2% | +1.7% | -0.1% |
| 30D | +0.9% | -13.6% | +14.5% | +3.3% |
| 3M | 0.0% | -21.2% | +21.2% | +3.7% |
| 6M | -5.7% | -21.1% | +15.4% | -2.6% |
| YTD | +17.5% | -17.2% | +34.7% | +19.6% |
| 1Y | +22.3% | -30.7% | +53.0% | +28.0% |
| 3Y | +111.9% | -3.4% | +115.3% | +94.7% |
| 5Y | +151.8% | +25.5% | +126.3% | +110.7% |
| All | +133.5% | +718.3% | -584.7% | +31.8% |
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