+155.0%
KMI vs DRI
+330.2%
-175.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +6.0% | -0.3% | +6.4% | +6.1% |
| 30D | -3.4% | +10.8% | -14.2% | -6.8% |
| 3M | +1.8% | +0.9% | +0.9% | +1.0% |
| 6M | +0.4% | +16.3% | -15.9% | -5.3% |
| YTD | +20.8% | +27.8% | -6.9% | +9.4% |
| 1Y | +23.0% | +33.9% | -10.9% | +9.4% |
| 3Y | +123.3% | +67.2% | +56.1% | +79.2% |
| 5Y | +149.8% | +79.0% | +70.8% | +91.0% |
| All | +155.0% | +330.2% | -175.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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