+148.2%
KMI vs DOC
+15.7%
+132.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -10.8% | +6.5% | -17.2% | -13.0% |
| 30D | -5.0% | +9.2% | -14.2% | -8.4% |
| 3M | -3.4% | -2.5% | -0.9% | -2.8% |
| 6M | -3.4% | +7.1% | -10.5% | -6.7% |
| YTD | +13.1% | +33.0% | -19.9% | -1.6% |
| 1Y | +19.0% | +23.3% | -4.2% | +6.8% |
| 3Y | +106.1% | +44.9% | +61.2% | +67.3% |
| 5Y | +130.1% | -21.6% | +151.7% | +144.6% |
| All | +148.2% | +15.7% | +132.5% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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