+129.5%
KMI vs LUMN
-55.8%
+185.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -1.7% | +2.5% | -4.2% | -2.0% |
| 30D | -2.7% | +10.3% | -13.1% | -3.7% |
| 3M | -0.7% | -18.3% | +17.6% | +0.8% |
| 6M | -5.0% | +4.4% | -9.3% | -6.5% |
| YTD | +15.5% | -10.7% | +26.1% | +14.3% |
| 1Y | +16.4% | +14.0% | +2.5% | +10.9% |
| 3Y | +114.2% | +406.6% | -292.4% | +47.1% |
| 5Y | +153.3% | -36.8% | +190.1% | +155.3% |
| All | +129.5% | -55.8% | +185.3% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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