+129.1%
KMI vs DOCS
-36.0%
+165.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.5% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +0.9% | +21.8% | -20.9% | -0.2% |
| 3M | 0.0% | +27.3% | -27.3% | -1.4% |
| 6M | -5.7% | -0.3% | -5.4% | -6.1% |
| YTD | +17.5% | -40.5% | +58.0% | +20.0% |
| 1Y | +22.3% | -61.5% | +83.8% | +27.8% |
| 3Y | +111.9% | +8.2% | +103.8% | +107.2% |
| 5Y | +151.8% | -73.4% | +225.3% | +150.4% |
| All | +129.1% | -36.0% | +165.1% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling