+154.7%
KMI vs LSCC
+82.7%
+71.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | +0.9% | -9.7% | +10.6% | +1.5% |
| 3M | 0.0% | -23.7% | +23.7% | +1.4% |
| 6M | -5.7% | +26.5% | -32.2% | -8.5% |
| YTD | +17.5% | +57.5% | -40.0% | +11.5% |
| 1Y | +22.3% | +75.7% | -53.4% | +14.5% |
| 3Y | +111.9% | +19.5% | +92.5% | +101.7% |
| All | +154.7% | +82.7% | +71.9% | +117.7% |
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