+111.9%
KMI vs JBL
+1,620.5%
-1,508.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -1.8% | +4.0% | -5.8% | -2.8% |
| 30D | +0.1% | -7.5% | +7.5% | +1.8% |
| 3M | +1.2% | -14.1% | +15.2% | +4.1% |
| 6M | -3.9% | +25.9% | -29.8% | -12.3% |
| YTD | +17.5% | +36.7% | -19.1% | +3.9% |
| 1Y | +22.6% | +49.0% | -26.4% | +4.8% |
| 3Y | +116.3% | +191.8% | -75.5% | +41.9% |
| 5Y | +157.6% | +409.8% | -252.2% | +35.7% |
| 10Y | +136.6% | +1,509.2% | -1,372.7% | -18.2% |
| All | +111.9% | +1,620.5% | -1,508.6% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling