+115.7%
KMI vs LEN
+367.9%
-252.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.7% | +2.9% |
| 7D | -0.4% | -2.9% | +2.5% | +0.3% |
| 30D | +3.7% | -8.9% | +12.5% | +6.0% |
| 3M | +3.2% | -10.9% | +14.1% | +5.6% |
| 6M | -3.0% | -19.7% | +16.7% | +1.6% |
| YTD | +19.7% | -20.6% | +40.2% | +24.9% |
| 1Y | +25.6% | -42.4% | +68.0% | +42.7% |
| 3Y | +120.2% | -26.5% | +146.8% | +124.1% |
| 5Y | +160.5% | -10.9% | +171.4% | +140.3% |
| 10Y | +134.8% | +100.6% | +34.2% | +50.2% |
| All | +115.7% | +367.9% | -252.1% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling