+115.7%
KMI vs LVS
+51.6%
+64.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | +3.7% | -3.9% | +7.6% | +4.6% |
| 3M | +3.2% | -12.9% | +16.0% | +6.7% |
| 6M | -3.0% | -16.9% | +14.0% | +1.2% |
| YTD | +19.7% | -31.2% | +50.9% | +30.7% |
| 1Y | +25.6% | -16.4% | +42.0% | +28.6% |
| 3Y | +120.2% | -4.4% | +124.6% | +109.7% |
| 5Y | +160.5% | +6.7% | +153.8% | +123.1% |
| 10Y | +134.8% | +1.4% | +133.4% | +91.9% |
| All | +115.7% | +51.6% | +64.2% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling