+136.6%
KMI vs M
-2.8%
+139.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +1.4% |
| 7D | -6.5% | +2.5% | -9.1% | -6.8% |
| 30D | -5.1% | +10.1% | -15.1% | -5.9% |
| 3M | 0.0% | -0.9% | +0.9% | -0.1% |
| 6M | -0.9% | +30.2% | -31.1% | -3.7% |
| YTD | +15.4% | +16.3% | -0.9% | +13.1% |
| 1Y | +19.5% | +27.0% | -7.5% | +15.8% |
| 3Y | +116.3% | +154.5% | -38.2% | +87.4% |
| 5Y | +136.6% | -1.1% | +137.6% | +118.5% |
| All | +136.6% | -2.8% | +139.3% | +118.5% |
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