+150.6%
KMI vs DVA
+46.8%
+103.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | -1.3% | -0.4% | -1.6% |
| 30D | -2.7% | 0.0% | -2.8% | -2.8% |
| 3M | -0.7% | -10.9% | +10.3% | +0.1% |
| 6M | -5.0% | +17.3% | -22.2% | -7.2% |
| YTD | +15.5% | +59.8% | -44.3% | +8.4% |
| 1Y | +16.4% | +36.3% | -19.8% | +11.3% |
| 3Y | +114.2% | +88.6% | +25.6% | +95.6% |
| All | +150.6% | +46.8% | +103.8% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling