+103.9%
KMI vs LII
+714.4%
-610.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | -10.8% | -0.6% | -10.1% | -10.7% |
| 30D | -5.0% | -4.6% | -0.4% | -4.2% |
| 3M | -3.4% | -21.2% | +17.9% | +2.4% |
| 6M | -3.4% | -36.4% | +33.0% | +6.9% |
| YTD | +13.1% | -28.9% | +42.0% | +19.7% |
| 1Y | +19.0% | -29.5% | +48.6% | +26.1% |
| 3Y | +106.1% | -8.6% | +114.7% | +92.5% |
| 5Y | +130.1% | +20.2% | +109.9% | +89.5% |
| 10Y | +151.9% | +166.2% | -14.3% | +53.1% |
| All | +103.9% | +714.4% | -610.5% | -14.3% |
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