+136.1%
KMI vs LYFT
-82.5%
+218.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -1.7% | -8.4% | +6.7% | -0.7% |
| 30D | -2.7% | -7.6% | +4.9% | -1.9% |
| 3M | -0.7% | +11.7% | -12.4% | -2.5% |
| 6M | -5.0% | +15.1% | -20.1% | -7.5% |
| YTD | +15.5% | -20.9% | +36.4% | +17.5% |
| 1Y | +16.4% | -16.4% | +32.8% | +16.8% |
| 3Y | +114.2% | +35.2% | +78.9% | +88.2% |
| 5Y | +153.3% | -69.4% | +222.6% | +173.7% |
| All | +136.1% | -82.5% | +218.6% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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