+129.5%
KMI vs DG
+101.8%
+27.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.7% | -6.5% | +4.8% | -1.0% |
| 30D | -2.7% | +4.2% | -6.9% | -3.2% |
| 3M | -0.7% | +9.5% | -10.2% | -1.9% |
| 6M | -5.0% | -13.1% | +8.2% | -3.8% |
| YTD | +15.5% | -4.8% | +20.3% | +15.5% |
| 1Y | +16.4% | +20.6% | -4.2% | +12.8% |
| 3Y | +114.2% | +4.9% | +109.2% | +107.1% |
| 5Y | +153.3% | -37.9% | +191.1% | +166.9% |
| All | +129.5% | +101.8% | +27.8% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling