+129.5%
KMI vs LYV
+564.6%
-435.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -2.7% | -8.2% | +5.4% | -0.5% |
| 3M | -0.7% | -1.3% | +0.6% | -0.7% |
| 6M | -5.0% | +2.6% | -7.6% | -6.5% |
| YTD | +15.5% | +19.4% | -3.9% | +8.2% |
| 1Y | +16.4% | -2.2% | +18.7% | +15.3% |
| 3Y | +114.2% | +106.0% | +8.1% | +66.6% |
| 5Y | +153.3% | +97.7% | +55.6% | +86.7% |
| All | +129.5% | +564.6% | -435.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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