+131.6%
KMI vs DOC
-21.4%
+153.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -10.8% | +6.5% | -17.2% | -12.2% |
| 30D | -5.0% | +9.2% | -14.2% | -7.3% |
| 3M | -3.4% | -2.5% | -0.9% | -3.0% |
| 6M | -3.4% | +7.1% | -10.5% | -5.7% |
| YTD | +13.1% | +33.0% | -19.9% | +2.5% |
| 1Y | +19.0% | +23.3% | -4.2% | +10.6% |
| 3Y | +106.1% | +44.9% | +61.2% | +76.5% |
| All | +131.6% | -21.4% | +153.0% | +152.4% |
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