+129.5%
KMI vs DTE
+137.8%
-8.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.5% |
| 7D | -1.7% | -2.6% | +0.9% | -0.1% |
| 30D | -2.7% | -4.4% | +1.7% | +0.1% |
| 3M | -0.7% | -8.3% | +7.7% | +4.8% |
| 6M | -5.0% | -8.1% | +3.1% | -0.1% |
| YTD | +15.5% | +4.4% | +11.0% | +11.7% |
| 1Y | +16.4% | +0.2% | +16.3% | +15.5% |
| 3Y | +114.2% | +42.6% | +71.5% | +65.8% |
| 5Y | +153.3% | +31.5% | +121.8% | +103.5% |
| All | +129.5% | +137.8% | -8.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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