+122.0%
KMI vs DT
+100.3%
+21.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.7% | -1.6% | -0.1% | -1.5% |
| 30D | -2.7% | +3.0% | -5.8% | -3.3% |
| 3M | -0.7% | +26.5% | -27.2% | -5.0% |
| 6M | -5.0% | +35.9% | -40.9% | -10.9% |
| YTD | +15.5% | +17.8% | -2.4% | +10.7% |
| 1Y | +16.4% | +4.1% | +12.4% | +14.0% |
| 3Y | +114.2% | +5.3% | +108.9% | +105.7% |
| 5Y | +153.3% | -27.2% | +180.4% | +152.8% |
| All | +122.0% | +100.3% | +21.7% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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