+160.5%
KMI vs M
+24.8%
+135.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.5% | +2.1% |
| 7D | -0.4% | +2.4% | -2.7% | -0.6% |
| 30D | +3.7% | -11.6% | +15.3% | +4.7% |
| 3M | +3.2% | +1.6% | +1.5% | +2.8% |
| 6M | -3.0% | +25.2% | -28.2% | -5.4% |
| YTD | +19.7% | +3.8% | +15.9% | +18.5% |
| 1Y | +25.6% | +36.3% | -10.7% | +20.7% |
| 3Y | +120.2% | +116.3% | +3.9% | +94.3% |
| 5Y | +160.5% | +28.2% | +132.3% | +133.0% |
| All | +160.5% | +24.8% | +135.7% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling