+154.0%
KMI vs LEN
-13.7%
+167.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.1% | -1.1% |
| 7D | -2.1% | -7.8% | +5.7% | -1.3% |
| 30D | -1.7% | -11.0% | +9.3% | -0.6% |
| 3M | -1.9% | -12.8% | +10.9% | -0.8% |
| 6M | -4.3% | -20.2% | +15.9% | -2.4% |
| YTD | +15.8% | -23.0% | +38.8% | +18.4% |
| 1Y | +17.6% | -41.8% | +59.4% | +24.5% |
| 3Y | +113.1% | -28.8% | +141.9% | +112.8% |
| 5Y | +154.0% | -12.6% | +166.6% | +130.6% |
| All | +154.0% | -13.7% | +167.6% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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