+133.5%
KMI vs MAS
+137.9%
-4.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | -0.5% | -0.8% | +0.2% | -0.3% |
| 30D | +0.9% | -5.6% | +6.5% | +2.5% |
| 3M | 0.0% | +4.4% | -4.5% | -2.4% |
| 6M | -5.7% | +7.2% | -12.9% | -9.5% |
| YTD | +17.5% | +16.1% | +1.4% | +9.0% |
| 1Y | +22.3% | +0.1% | +22.2% | +19.0% |
| 3Y | +111.9% | +28.3% | +83.6% | +81.2% |
| 5Y | +151.8% | +30.5% | +121.4% | +107.0% |
| All | +133.5% | +137.9% | -4.4% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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