+112.3%
KMI vs DPZ
+2,447.3%
-2,335.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +2.2% |
| 7D | -5.1% | +2.2% | -7.3% | -5.5% |
| 30D | -3.1% | +6.7% | -9.8% | -4.3% |
| 3M | +0.2% | -4.5% | +4.8% | +0.7% |
| 6M | +1.1% | +3.3% | -2.2% | 0.0% |
| YTD | +17.7% | -19.4% | +37.2% | +21.0% |
| 1Y | +19.6% | -17.3% | +36.9% | +22.3% |
| 3Y | +117.6% | -8.4% | +126.0% | +116.1% |
| 5Y | +143.1% | -28.2% | +171.3% | +147.7% |
| 10Y | +142.0% | +130.9% | +11.2% | +79.7% |
| All | +112.3% | +2,447.3% | -2,335.1% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling