+181.7%
KMI vs MDB
+929.6%
-747.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +6.0% | +11.6% | -5.5% | +5.3% |
| 30D | -3.4% | -8.9% | +5.5% | -3.0% |
| 3M | +1.8% | -22.4% | +24.2% | +2.8% |
| 6M | +0.4% | +10.1% | -9.6% | -1.1% |
| YTD | +20.8% | -19.0% | +39.9% | +20.6% |
| 1Y | +23.0% | -7.0% | +30.0% | +21.3% |
| 3Y | +123.3% | -9.8% | +133.2% | +114.5% |
| 5Y | +149.8% | -40.1% | +189.8% | +137.4% |
| All | +181.7% | +929.6% | -747.9% | +93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling