+160.5%
KMI vs LII
+25.8%
+134.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.0% |
| 7D | -0.4% | +2.1% | -2.5% | -0.6% |
| 30D | +3.7% | -12.4% | +16.1% | +5.3% |
| 3M | +3.2% | -24.8% | +28.0% | +6.1% |
| 6M | -3.0% | -25.2% | +22.2% | -0.5% |
| YTD | +19.7% | -20.3% | +39.9% | +21.1% |
| 1Y | +25.6% | -32.9% | +58.6% | +30.8% |
| 3Y | +120.2% | +2.0% | +118.2% | +105.6% |
| 5Y | +160.5% | +24.4% | +136.0% | +130.6% |
| All | +160.5% | +25.8% | +134.7% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling