+129.5%
KMI vs LNT
+148.3%
-18.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -1.0% | -0.7% | -1.2% |
| 30D | -2.7% | -4.2% | +1.5% | -0.8% |
| 3M | -0.7% | -6.7% | +6.0% | +2.4% |
| 6M | -5.0% | -3.6% | -1.4% | -3.6% |
| YTD | +15.5% | +5.9% | +9.6% | +12.3% |
| 1Y | +16.4% | +7.3% | +9.2% | +12.4% |
| 3Y | +114.2% | +46.5% | +67.7% | +78.3% |
| 5Y | +153.3% | +32.5% | +120.8% | +117.7% |
| All | +129.5% | +148.3% | -18.8% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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