+131.8%
KMI vs MAS
+41.7%
+90.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.4% | -0.8% | -3.8% |
| 7D | -10.3% | +4.6% | -14.9% | -10.9% |
| 30D | -5.3% | +19.9% | -25.2% | -7.7% |
| 3M | -2.1% | +8.9% | -11.0% | -3.4% |
| 6M | -4.8% | +20.2% | -24.9% | -8.0% |
| YTD | +14.0% | +33.9% | -19.9% | +7.2% |
| 1Y | +20.9% | +34.7% | -13.8% | +13.5% |
| 3Y | +105.3% | +60.4% | +44.9% | +79.7% |
| 5Y | +131.8% | +43.5% | +88.4% | +100.7% |
| All | +131.8% | +41.7% | +90.1% | +100.7% |
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 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