+131.8%
KMI vs DOC
-22.1%
+153.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | -10.3% | +6.2% | -16.6% | -11.8% |
| 30D | -5.3% | +6.5% | -11.8% | -6.9% |
| 3M | -2.1% | -6.2% | +4.1% | -0.7% |
| 6M | -4.8% | +25.6% | -30.4% | -11.7% |
| YTD | +14.0% | +32.1% | -18.1% | +3.5% |
| 1Y | +20.9% | +20.3% | +0.6% | +13.2% |
| 3Y | +105.3% | +42.7% | +62.5% | +76.7% |
| 5Y | +131.8% | -22.2% | +154.0% | +154.6% |
| All | +131.8% | -22.1% | +153.9% | +154.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling