+111.8%
KMI vs MAS
+639.2%
-527.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | -0.5% | -0.8% | +0.2% | -0.3% |
| 30D | +0.9% | -5.6% | +6.5% | +2.4% |
| 3M | 0.0% | +4.4% | -4.5% | -2.2% |
| 6M | -5.7% | +7.2% | -12.9% | -9.2% |
| YTD | +17.5% | +16.1% | +1.4% | +9.8% |
| 1Y | +22.3% | +0.1% | +22.2% | +19.2% |
| 3Y | +111.9% | +28.3% | +83.6% | +85.6% |
| 5Y | +151.8% | +30.5% | +121.4% | +113.7% |
| 10Y | +138.7% | +139.1% | -0.5% | +61.6% |
| All | +111.8% | +639.2% | -527.4% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling