+111.9%
KMI vs DTE
+490.2%
-378.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +0.1% | -0.5% | +0.6% | +0.4% |
| 3M | +1.2% | -6.0% | +7.2% | +4.9% |
| 6M | -3.9% | -7.2% | +3.3% | +0.2% |
| YTD | +17.5% | +7.2% | +10.4% | +12.1% |
| 1Y | +22.6% | +4.1% | +18.6% | +19.0% |
| 3Y | +116.3% | +46.9% | +69.4% | +67.1% |
| 5Y | +157.6% | +32.9% | +124.7% | +108.9% |
| 10Y | +136.6% | +144.5% | -7.9% | +31.1% |
| All | +111.9% | +490.2% | -378.3% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling