+111.8%
KMI vs DPZ
+2,516.2%
-2,404.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -0.5% | -2.5% | +2.0% | -0.1% |
| 30D | +0.9% | -7.0% | +7.9% | +2.0% |
| 3M | 0.0% | +11.6% | -11.6% | -2.1% |
| 6M | -5.7% | -15.2% | +9.5% | -3.6% |
| YTD | +17.5% | -17.2% | +34.7% | +20.5% |
| 1Y | +22.3% | -24.8% | +47.1% | +27.3% |
| 3Y | +111.9% | -8.7% | +120.6% | +110.8% |
| 5Y | +151.8% | -28.9% | +180.8% | +157.4% |
| 10Y | +138.7% | +153.6% | -15.0% | +73.4% |
| All | +111.8% | +2,516.2% | -2,404.4% | -14.4% |
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