+114.2%
KMI vs DT
+7.2%
+106.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.7% | -1.6% | -0.1% | -1.6% |
| 30D | -2.7% | +3.0% | -5.8% | -3.0% |
| 3M | -0.7% | +26.5% | -27.2% | -2.8% |
| 6M | -5.0% | +35.9% | -40.9% | -8.1% |
| YTD | +15.5% | +17.8% | -2.4% | +13.6% |
| 1Y | +16.4% | +4.1% | +12.4% | +16.5% |
| 3Y | +114.2% | +5.3% | +108.9% | +108.0% |
| All | +114.2% | +7.2% | +106.9% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling