+114.5%
KMI vs DECK
+537.2%
-422.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.0% | -10.1% | -5.1% |
| 7D | -5.2% | +10.4% | -15.6% | -6.8% |
| 30D | +1.2% | +11.1% | -9.9% | -0.6% |
| 3M | +1.3% | -10.8% | +12.1% | +2.9% |
| 6M | -1.1% | -8.7% | +7.6% | -0.5% |
| YTD | +19.0% | -14.0% | +33.0% | +20.1% |
| 1Y | +26.6% | +12.0% | +14.5% | +21.9% |
| 3Y | +114.3% | -10.5% | +124.8% | +104.4% |
| 5Y | +144.9% | +28.5% | +116.4% | +111.8% |
| 10Y | +165.0% | +923.3% | -758.2% | +52.4% |
| All | +114.5% | +537.2% | -422.7% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling