+111.8%
KMI vs LII
+826.6%
-714.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | +0.9% | -12.6% | +13.5% | +4.4% |
| 3M | 0.0% | -24.4% | +24.4% | +6.2% |
| 6M | -5.7% | -28.7% | +23.0% | +1.0% |
| YTD | +17.5% | -19.1% | +36.6% | +20.7% |
| 1Y | +22.3% | -29.7% | +52.0% | +30.3% |
| 3Y | +111.9% | +4.8% | +107.2% | +91.0% |
| 5Y | +151.8% | +24.6% | +127.3% | +108.3% |
| 10Y | +138.7% | +169.2% | -30.6% | +46.1% |
| All | +111.8% | +826.6% | -714.7% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling