+155.0%
KMI vs LII
+166.1%
-11.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | -3.4% | -0.6% | -2.8% | -3.6% |
| 3M | +1.8% | -17.0% | +18.8% | +6.0% |
| 6M | +0.4% | -31.1% | +31.6% | +7.9% |
| YTD | +20.8% | -27.7% | +48.5% | +26.5% |
| 1Y | +23.0% | -26.2% | +49.1% | +27.9% |
| 3Y | +123.3% | -9.6% | +132.9% | +107.1% |
| 5Y | +149.8% | +15.7% | +134.1% | +106.6% |
| All | +155.0% | +166.1% | -11.1% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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