+71.4%
KMI vs JD
+48.6%
+22.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | -5.1% | +5.2% | -10.3% | -5.7% |
| 30D | -3.1% | +4.5% | -7.7% | -3.7% |
| 3M | +0.2% | -15.4% | +15.7% | +2.0% |
| 6M | +1.1% | -6.0% | +7.2% | +1.5% |
| YTD | +17.7% | +2.2% | +15.6% | +16.8% |
| 1Y | +19.6% | -6.7% | +26.3% | +19.8% |
| 3Y | +117.6% | +20.5% | +97.1% | +105.2% |
| 5Y | +143.1% | -58.4% | +201.5% | +152.1% |
| 10Y | +142.0% | +32.5% | +109.6% | +86.2% |
| All | +71.4% | +48.6% | +22.8% | +29.9% |
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