+131.6%
KMI vs LSCC
+26.3%
+105.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -1.2% |
| 7D | -10.8% | +13.0% | -23.7% | -11.5% |
| 30D | -5.0% | -19.8% | +14.8% | -3.8% |
| 3M | -3.4% | -18.4% | +15.0% | -2.4% |
| 6M | -3.4% | -16.1% | +12.7% | -3.3% |
| YTD | +13.1% | +42.7% | -29.6% | +7.6% |
| 1Y | +19.0% | +68.0% | -49.0% | +11.5% |
| 3Y | +106.1% | +85.8% | +20.3% | +84.5% |
| All | +131.6% | +26.3% | +105.2% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling