+129.6%
KMI vs DOCS
-21.3%
+150.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.1% |
| 7D | -5.1% | -0.6% | -4.6% | -5.1% |
| 30D | -3.1% | +6.3% | -9.4% | -3.4% |
| 3M | +0.2% | +26.5% | -26.2% | -0.8% |
| 6M | +1.1% | +24.8% | -23.7% | -0.3% |
| YTD | +17.7% | -26.8% | +44.5% | +19.2% |
| 1Y | +19.6% | -38.3% | +57.9% | +22.1% |
| 3Y | +117.6% | +36.0% | +81.6% | +110.8% |
| 5Y | +143.1% | -55.0% | +198.1% | +138.2% |
| All | +129.6% | -21.3% | +150.8% | +124.4% |
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