+117.2%
KMI vs DRI
+765.8%
-648.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +6.5% | +1.1% | +5.5% | +6.2% |
| 30D | -3.4% | +9.7% | -13.1% | -6.4% |
| 3M | +0.4% | +3.2% | -2.8% | -1.0% |
| 6M | -0.9% | +20.6% | -21.5% | -7.5% |
| YTD | +20.5% | +28.3% | -7.8% | +9.4% |
| 1Y | +23.2% | +34.5% | -11.4% | +9.9% |
| 3Y | +121.6% | +66.5% | +55.1% | +80.0% |
| 5Y | +149.1% | +79.6% | +69.4% | +92.8% |
| 10Y | +158.3% | +333.8% | -175.5% | +31.6% |
| All | +117.2% | +765.8% | -648.5% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling