+114.2%
KMI vs LUNR
+228.4%
-114.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | -0.2% |
| 7D | -1.7% | -3.1% | +1.4% | -1.6% |
| 30D | -2.7% | -15.3% | +12.6% | -2.3% |
| 3M | -0.7% | -53.2% | +52.5% | +1.3% |
| 6M | -5.0% | -22.2% | +17.3% | -5.4% |
| YTD | +15.5% | -11.6% | +27.0% | +14.0% |
| 1Y | +16.4% | +68.4% | -52.0% | +11.7% |
| 3Y | +114.2% | +216.8% | -102.6% | +91.7% |
| All | +114.2% | +228.4% | -114.2% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 3y: compounded portfolio wealth divided by compounded LUNR 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…
3y analysis · Full analysis span regression · 6 months rolling