+148.2%
KMI vs MAS
+213.7%
-65.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.2% |
| 7D | -10.8% | +2.0% | -12.7% | -11.4% |
| 30D | -5.0% | +19.4% | -24.4% | -10.2% |
| 3M | -3.4% | +9.4% | -12.8% | -6.4% |
| 6M | -3.4% | +15.3% | -18.7% | -8.9% |
| YTD | +13.1% | +31.3% | -18.2% | +0.7% |
| 1Y | +19.0% | +34.9% | -15.8% | +4.8% |
| 3Y | +106.1% | +58.6% | +47.5% | +63.3% |
| 5Y | +130.1% | +40.7% | +89.4% | +86.1% |
| All | +148.2% | +213.7% | -65.5% | +27.7% |
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