+155.6%
KMI vs JD
+31.1%
+124.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -3.7% | +4.2% | -7.9% | -4.1% |
| 3M | +1.2% | -12.8% | +14.0% | +2.5% |
| 6M | -0.3% | -8.8% | +8.5% | +0.4% |
| YTD | +19.2% | +0.5% | +18.7% | +18.6% |
| 1Y | +21.7% | -8.8% | +30.4% | +22.2% |
| 3Y | +120.4% | +18.6% | +101.8% | +109.5% |
| 5Y | +144.9% | -62.2% | +207.1% | +158.3% |
| 10Y | +155.6% | +32.2% | +123.4% | +87.8% |
| All | +155.6% | +31.1% | +124.5% | +87.8% |
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