+22.3%
KMI vs MDB
+18.3%
+3.9%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.8% |
| 7D | -0.5% | -17.4% | +16.9% | -1.0% |
| 30D | +0.9% | -2.0% | +2.9% | +1.1% |
| 3M | 0.0% | -3.0% | +3.0% | +0.4% |
| 6M | -5.7% | +48.7% | -54.4% | -3.8% |
| YTD | +17.5% | -12.1% | +29.6% | +17.4% |
| 1Y | +22.3% | +14.5% | +7.8% | +24.4% |
| All | +22.3% | +18.3% | +3.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling