+169.6%
KMI vs DOCN
+117.0%
+52.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.0% | +1.2% |
| 7D | +6.0% | +27.4% | -21.4% | +5.0% |
| 30D | -3.4% | -29.7% | +26.4% | -2.4% |
| 3M | +1.8% | -32.5% | +34.2% | +2.8% |
| 6M | +0.4% | -42.2% | +42.6% | +1.8% |
| YTD | +20.8% | +87.2% | -66.3% | +14.3% |
| 1Y | +23.0% | +86.2% | -63.2% | +16.3% |
| 3Y | +123.3% | +257.4% | -134.1% | +99.5% |
| 5Y | +149.8% | -27.4% | +177.2% | +126.6% |
| All | +169.6% | +117.0% | +52.6% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling