+26.6%
KMI vs MDB
-8.5%
+35.1%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -4.2% |
| 7D | -5.2% | -16.5% | +11.3% | -5.8% |
| 30D | +1.2% | -8.6% | +9.8% | +1.1% |
| 3M | +1.3% | -13.6% | +14.9% | +1.4% |
| 6M | -1.1% | +24.1% | -25.2% | +0.6% |
| YTD | +19.0% | -21.8% | +40.7% | +18.5% |
| 1Y | +26.6% | -7.7% | +34.3% | +27.4% |
| All | +26.6% | -8.5% | +35.1% | +27.4% |
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