+129.5%
KMI vs LVS
0.0%
+129.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.7% | -3.5% | +1.8% | -0.9% |
| 30D | -2.7% | -6.2% | +3.5% | -1.3% |
| 3M | -0.7% | -14.8% | +14.2% | +3.1% |
| 6M | -5.0% | -20.9% | +15.9% | 0.0% |
| YTD | +15.5% | -33.0% | +48.5% | +26.1% |
| 1Y | +16.4% | -20.0% | +36.5% | +20.3% |
| 3Y | +114.2% | -6.9% | +121.1% | +105.6% |
| 5Y | +153.3% | +9.1% | +144.2% | +115.4% |
| All | +129.5% | 0.0% | +129.5% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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