+131.6%
KMI vs KEY
+11.7%
+119.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | -10.8% | -1.3% | -9.5% | -10.5% |
| 30D | -5.0% | +5.1% | -10.2% | -6.0% |
| 3M | -3.4% | -7.1% | +3.7% | -2.0% |
| 6M | -3.4% | -4.4% | +1.0% | -2.7% |
| YTD | +13.1% | +4.0% | +9.1% | +11.5% |
| 1Y | +19.0% | +23.4% | -4.4% | +12.8% |
| 3Y | +106.1% | +113.9% | -7.8% | +71.0% |
| All | +131.6% | +11.7% | +119.9% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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