+150.6%
KMI vs JBL
+409.3%
-258.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.9% |
| 7D | -1.7% | +2.4% | -4.1% | -2.0% |
| 30D | -2.7% | -13.1% | +10.4% | -1.1% |
| 3M | -0.7% | -15.6% | +14.9% | +1.1% |
| 6M | -5.0% | +24.6% | -29.5% | -9.6% |
| YTD | +15.5% | +39.6% | -24.1% | +7.3% |
| 1Y | +16.4% | +48.6% | -32.2% | +6.5% |
| 3Y | +114.2% | +197.3% | -83.1% | +64.5% |
| All | +150.6% | +409.3% | -258.8% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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