+118.0%
KMI vs DG
+4.6%
+113.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.8% |
| 7D | -1.8% | -4.8% | +3.1% | -1.7% |
| 30D | +0.1% | +1.8% | -1.7% | 0.0% |
| 3M | +1.2% | +14.5% | -13.3% | +1.0% |
| 6M | -3.9% | -13.6% | +9.6% | -3.6% |
| YTD | +17.5% | -4.8% | +22.4% | +17.6% |
| 1Y | +22.6% | +21.6% | +1.1% | +22.0% |
| All | +118.0% | +4.6% | +113.4% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling