+26.6%
KMI vs DG
+45.3%
-18.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.5% | -12.6% | -3.9% |
| 7D | -5.2% | +12.3% | -17.5% | -5.0% |
| 30D | +1.2% | +19.3% | -18.1% | +1.4% |
| 3M | +1.3% | +11.9% | -10.5% | +1.5% |
| 6M | -1.1% | +25.0% | -26.1% | -0.9% |
| YTD | +19.0% | +8.7% | +10.3% | +19.1% |
| 1Y | +26.6% | +44.7% | -18.1% | +21.5% |
| All | +26.6% | +45.3% | -18.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling