+75.9%
KMI vs JD
+44.3%
+31.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +6.0% | -4.0% | +10.0% | +6.5% |
| 30D | -3.4% | +2.7% | -6.0% | -3.8% |
| 3M | +1.8% | -13.0% | +14.8% | +3.2% |
| 6M | +0.4% | -12.7% | +13.2% | +1.6% |
| YTD | +20.8% | -0.8% | +21.6% | +20.2% |
| 1Y | +23.0% | -8.9% | +31.9% | +23.5% |
| 3Y | +123.3% | +17.0% | +106.3% | +111.3% |
| 5Y | +149.8% | -63.5% | +213.3% | +164.5% |
| 10Y | +159.0% | +30.5% | +128.5% | +99.4% |
| All | +75.9% | +44.3% | +31.6% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling