+114.5%
KMI vs DOC
+37.7%
+76.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -5.3% |
| 7D | -5.2% | +8.7% | -14.0% | -8.4% |
| 30D | +1.2% | +7.6% | -6.4% | -1.8% |
| 3M | +1.3% | -5.3% | +6.6% | +3.0% |
| 6M | -1.1% | +27.6% | -28.8% | -11.9% |
| YTD | +19.0% | +32.4% | -13.4% | +3.9% |
| 1Y | +26.6% | +22.9% | +3.7% | +13.8% |
| 3Y | +114.3% | +43.1% | +71.2% | +76.1% |
| 5Y | +144.9% | -21.4% | +166.3% | +157.3% |
| 10Y | +165.0% | +16.8% | +148.2% | +125.7% |
| All | +114.5% | +37.7% | +76.8% | +54.9% |
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