+111.8%
KMI vs DLR
+522.2%
-410.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -0.5% | +1.6% | -2.1% | -1.0% |
| 30D | +0.9% | -3.4% | +4.3% | +1.8% |
| 3M | 0.0% | +0.5% | -0.5% | -0.6% |
| 6M | -5.7% | +4.6% | -10.3% | -7.5% |
| YTD | +17.5% | +23.4% | -5.9% | +9.8% |
| 1Y | +22.3% | +19.0% | +3.3% | +15.1% |
| 3Y | +111.9% | +56.5% | +55.4% | +82.2% |
| 5Y | +151.8% | +33.3% | +118.5% | +121.8% |
| 10Y | +138.7% | +165.1% | -26.5% | +61.7% |
| All | +111.8% | +522.2% | -410.4% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling