+134.8%
KMI vs LSCC
+1,791.9%
-1,657.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.7% |
| 7D | -0.4% | +5.2% | -5.6% | -1.0% |
| 30D | +3.7% | -9.6% | +13.3% | +4.9% |
| 3M | +3.2% | -17.8% | +20.9% | +4.8% |
| 6M | -3.0% | +37.4% | -40.4% | -8.7% |
| YTD | +19.7% | +59.7% | -40.0% | +9.7% |
| 1Y | +25.6% | +76.2% | -50.6% | +13.0% |
| 3Y | +120.2% | +28.2% | +92.0% | +99.5% |
| 5Y | +160.5% | +87.2% | +73.3% | +109.4% |
| 10Y | +134.8% | +1,795.0% | -1,660.2% | +20.6% |
| All | +134.8% | +1,791.9% | -1,657.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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