+120.5%
KMI vs DOCS
-21.0%
+141.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.7% |
| 7D | -10.8% | -0.8% | -10.0% | -10.7% |
| 30D | -5.0% | +17.4% | -22.4% | -5.7% |
| 3M | -3.4% | +57.4% | -60.7% | -5.5% |
| 6M | -3.4% | +26.5% | -29.9% | -4.8% |
| YTD | +13.1% | -26.6% | +39.7% | +14.4% |
| 1Y | +19.0% | -48.1% | +67.1% | +22.7% |
| 3Y | +106.1% | +52.6% | +53.5% | +98.5% |
| 5Y | +130.1% | -52.1% | +182.2% | +125.1% |
| All | +120.5% | -21.0% | +141.5% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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