+111.8%
KMI vs M
+67.3%
+44.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | -0.5% | +4.7% | -5.2% | -1.3% |
| 30D | +0.9% | -9.6% | +10.5% | +2.7% |
| 3M | 0.0% | +0.9% | -0.9% | -0.7% |
| 6M | -5.7% | +22.3% | -28.0% | -9.9% |
| YTD | +17.5% | +6.5% | +11.0% | +14.6% |
| 1Y | +22.3% | +38.8% | -16.5% | +13.0% |
| 3Y | +111.9% | +115.9% | -4.0% | +69.9% |
| 5Y | +151.8% | +28.6% | +123.2% | +107.9% |
| 10Y | +138.7% | -2.5% | +141.2% | +67.2% |
| All | +111.8% | +67.3% | +44.5% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling