+111.8%
KMI vs LSCC
+1,702.5%
-1,590.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | +0.9% | -9.7% | +10.6% | +2.2% |
| 3M | 0.0% | -23.7% | +23.7% | +2.7% |
| 6M | -5.7% | +26.5% | -32.2% | -10.5% |
| YTD | +17.5% | +57.5% | -40.0% | +7.5% |
| 1Y | +22.3% | +75.7% | -53.4% | +9.5% |
| 3Y | +111.9% | +19.5% | +92.5% | +92.5% |
| 5Y | +151.8% | +83.8% | +68.1% | +103.3% |
| 10Y | +138.7% | +1,772.4% | -1,633.7% | +22.4% |
| All | +111.8% | +1,702.5% | -1,590.7% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling