+103.9%
KMI vs KEY
+284.2%
-180.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -10.8% | -1.3% | -9.5% | -10.4% |
| 30D | -5.0% | +5.1% | -10.2% | -6.8% |
| 3M | -3.4% | -7.1% | +3.7% | -1.0% |
| 6M | -3.4% | -4.4% | +1.0% | -2.3% |
| YTD | +13.1% | +4.0% | +9.1% | +10.3% |
| 1Y | +19.0% | +23.4% | -4.4% | +8.9% |
| 3Y | +106.1% | +113.9% | -7.8% | +47.9% |
| 5Y | +130.1% | +12.3% | +117.7% | +98.0% |
| 10Y | +151.9% | +125.5% | +26.4% | +47.3% |
| All | +103.9% | +284.2% | -180.3% | -4.5% |
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