+130.2%
KMI vs M
-10.0%
+140.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -0.7% |
| 7D | -2.1% | -8.8% | +6.7% | -0.6% |
| 30D | -1.7% | -16.4% | +14.7% | +1.1% |
| 3M | -1.9% | -10.8% | +8.9% | -0.5% |
| 6M | -4.3% | +16.1% | -20.5% | -7.5% |
| YTD | +15.8% | -5.3% | +21.1% | +15.3% |
| 1Y | +17.6% | +24.9% | -7.3% | +11.2% |
| 3Y | +113.1% | +97.5% | +15.6% | +76.0% |
| 5Y | +154.0% | +20.4% | +133.6% | +114.5% |
| All | +130.2% | -10.0% | +140.1% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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