+130.2%
KMI vs JD
+20.5%
+109.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -2.1% | -2.6% | +0.5% | -1.8% |
| 30D | -1.7% | -15.4% | +13.7% | -0.1% |
| 3M | -1.9% | -5.0% | +3.1% | -1.5% |
| 6M | -4.3% | +0.9% | -5.3% | -4.8% |
| YTD | +15.8% | -2.5% | +18.3% | +15.6% |
| 1Y | +17.6% | -16.0% | +33.6% | +19.0% |
| 3Y | +113.1% | -8.5% | +121.7% | +108.7% |
| 5Y | +154.0% | -61.8% | +215.7% | +166.5% |
| All | +130.2% | +20.5% | +109.7% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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