+118.0%
KMI vs DLR
+58.6%
+59.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.8% | +2.9% | -4.6% | -2.4% |
| 30D | +0.1% | -1.2% | +1.2% | +0.3% |
| 3M | +1.2% | +2.9% | -1.8% | +0.2% |
| 6M | -3.9% | +6.7% | -10.6% | -5.9% |
| YTD | +17.5% | +23.9% | -6.3% | +10.3% |
| 1Y | +22.6% | +18.6% | +4.0% | +16.1% |
| All | +118.0% | +58.6% | +59.3% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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