+115.7%
KMI vs LNT
+494.5%
-378.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | -0.4% | +1.0% | -1.4% | -0.8% |
| 30D | +3.7% | -1.1% | +4.8% | +4.2% |
| 3M | +3.2% | -3.6% | +6.8% | +4.8% |
| 6M | -3.0% | -2.7% | -0.3% | -2.0% |
| YTD | +19.7% | +8.0% | +11.6% | +15.2% |
| 1Y | +25.6% | +10.5% | +15.2% | +19.5% |
| 3Y | +120.2% | +49.6% | +70.6% | +80.5% |
| 5Y | +160.5% | +32.2% | +128.3% | +122.9% |
| 10Y | +134.8% | +141.8% | -7.0% | +49.8% |
| All | +115.7% | +494.5% | -378.8% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling