+160.5%
KMI vs JD
-61.6%
+222.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.0% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | +3.7% | -16.0% | +19.7% | +4.7% |
| 3M | +3.2% | -3.2% | +6.3% | +3.3% |
| 6M | -3.0% | +6.1% | -9.0% | -3.5% |
| YTD | +19.7% | -0.1% | +19.8% | +19.4% |
| 1Y | +25.6% | -12.7% | +38.4% | +26.3% |
| 3Y | +120.2% | -6.3% | +126.5% | +117.5% |
| 5Y | +160.5% | -61.3% | +221.8% | +172.5% |
| All | +160.5% | -61.6% | +222.1% | +172.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling