+125.0%
KMI vs DOCS
-20.2%
+145.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +2.0% |
| 7D | -6.5% | 0.0% | -6.5% | -6.6% |
| 30D | -5.1% | +7.8% | -12.8% | -5.4% |
| 3M | 0.0% | +20.0% | -20.0% | -0.9% |
| 6M | -0.9% | +26.5% | -27.4% | -2.3% |
| YTD | +15.4% | -25.8% | +41.2% | +16.7% |
| 1Y | +19.5% | -39.5% | +58.9% | +22.2% |
| 3Y | +116.3% | +60.3% | +56.0% | +107.8% |
| 5Y | +136.6% | -57.0% | +193.6% | +131.9% |
| All | +125.0% | -20.2% | +145.2% | +119.8% |
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