+108.8%
KMI vs LULU
+134.1%
-25.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.4% | -1.0% |
| 7D | -2.1% | -20.4% | +18.4% | +1.2% |
| 30D | -1.7% | -22.9% | +21.2% | +2.0% |
| 3M | -1.9% | -18.5% | +16.7% | +0.6% |
| 6M | -4.3% | -41.8% | +37.4% | +2.9% |
| YTD | +15.8% | -53.4% | +69.2% | +28.9% |
| 1Y | +17.6% | -40.9% | +58.5% | +25.2% |
| 3Y | +113.1% | -75.6% | +188.7% | +155.2% |
| 5Y | +154.0% | -77.2% | +231.2% | +199.7% |
| 10Y | +133.1% | +49.5% | +83.6% | +87.5% |
| All | +108.8% | +134.1% | -25.3% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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