+157.8%
KMI vs DLR
+41.8%
+116.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.8% | +2.9% | -4.6% | -2.3% |
| 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% | -5.7% |
| YTD | +17.5% | +23.9% | -6.3% | +11.4% |
| 1Y | +22.6% | +18.6% | +4.0% | +17.1% |
| 3Y | +116.3% | +59.7% | +56.6% | +93.4% |
| All | +157.8% | +41.8% | +116.0% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling