+130.2%
KMI vs KMB
+15.0%
+115.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -2.1% | -7.7% | +5.6% | -0.2% |
| 30D | -1.7% | -8.2% | +6.5% | +0.3% |
| 3M | -1.9% | -1.9% | 0.0% | -1.8% |
| 6M | -4.3% | -0.7% | -3.7% | -4.8% |
| YTD | +15.8% | +1.4% | +14.4% | +14.5% |
| 1Y | +17.6% | -19.1% | +36.7% | +23.0% |
| 3Y | +113.1% | -12.6% | +125.7% | +115.3% |
| 5Y | +154.0% | -12.7% | +166.6% | +153.8% |
| All | +130.2% | +15.0% | +115.2% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling