+115.7%
KMI vs DOC
+38.6%
+77.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | -0.4% | -1.5% | +1.1% | +0.2% |
| 30D | +3.7% | -3.7% | +7.4% | +5.1% |
| 3M | +3.2% | +5.2% | -2.1% | +0.7% |
| 6M | -3.0% | +22.5% | -25.5% | -12.0% |
| YTD | +19.7% | +33.2% | -13.6% | +4.5% |
| 1Y | +25.6% | +19.8% | +5.8% | +14.3% |
| 3Y | +120.2% | +23.8% | +96.4% | +92.8% |
| 5Y | +160.5% | -25.4% | +185.9% | +180.7% |
| 10Y | +134.8% | -3.8% | +138.6% | +116.0% |
| All | +115.7% | +38.6% | +77.2% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling