+111.8%
KMI vs KEY
+308.7%
-196.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -0.5% | +2.2% | -2.7% | -1.3% |
| 30D | +0.9% | -3.0% | +3.9% | +2.0% |
| 3M | 0.0% | +3.3% | -3.4% | -1.4% |
| 6M | -5.7% | +9.2% | -14.9% | -9.1% |
| YTD | +17.5% | +10.6% | +6.8% | +12.3% |
| 1Y | +22.3% | +20.4% | +1.9% | +12.9% |
| 3Y | +111.9% | +121.8% | -9.9% | +49.7% |
| 5Y | +151.8% | +41.1% | +110.7% | +97.3% |
| 10Y | +138.7% | +168.5% | -29.9% | +31.3% |
| All | +111.8% | +308.7% | -196.9% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling