+152.3%
KMI vs DOCN
+74.7%
+77.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | -10.8% | -19.2% | +8.4% | -10.1% |
| 30D | -5.0% | -43.1% | +38.0% | -3.2% |
| 3M | -3.4% | -40.7% | +37.3% | -1.9% |
| 6M | -3.4% | -55.0% | +51.6% | -1.2% |
| YTD | +13.1% | +50.6% | -37.5% | +7.9% |
| 1Y | +19.0% | +54.0% | -34.9% | +13.3% |
| 3Y | +106.1% | +203.9% | -97.8% | +85.1% |
| 5Y | +130.1% | -29.4% | +159.4% | +111.0% |
| All | +152.3% | +74.7% | +77.7% | +135.9% |
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