+154.7%
KMI vs MAS
+32.0%
+122.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | -0.5% | -0.8% | +0.2% | -0.4% |
| 30D | +0.9% | -5.6% | +6.5% | +1.6% |
| 3M | 0.0% | +4.4% | -4.5% | -1.2% |
| 6M | -5.7% | +7.2% | -12.9% | -7.6% |
| YTD | +17.5% | +16.1% | +1.4% | +13.0% |
| 1Y | +22.3% | +0.1% | +22.2% | +21.0% |
| 3Y | +111.9% | +28.3% | +83.6% | +94.0% |
| All | +154.7% | +32.0% | +122.6% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling