+23.0%
KMI vs DOC
+20.8%
+2.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | -3.4% | +6.6% | -10.0% | -3.2% |
| 3M | +1.8% | -1.1% | +2.9% | +1.8% |
| 6M | +0.4% | +4.8% | -4.4% | +0.4% |
| YTD | +20.8% | +32.1% | -11.2% | +22.3% |
| 1Y | +23.0% | +21.9% | +1.1% | +24.2% |
| All | +23.0% | +20.8% | +2.2% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling