+154.3%
KMI vs DPZ
+140.2%
+14.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.6% |
| 7D | +6.5% | +2.2% | +4.3% | +6.3% |
| 30D | -3.4% | +15.5% | -18.9% | -5.0% |
| 3M | +0.4% | -2.0% | +2.4% | +0.4% |
| 6M | -0.9% | +12.1% | -13.1% | -2.6% |
| YTD | +20.5% | -16.6% | +37.1% | +22.4% |
| 1Y | +23.2% | -14.6% | +37.8% | +24.8% |
| 3Y | +121.6% | -4.1% | +125.8% | +119.9% |
| 5Y | +149.1% | -28.3% | +177.4% | +151.1% |
| All | +154.3% | +140.2% | +14.1% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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