+118.0%
KMI vs MDB
-6.2%
+124.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -1.8% | -4.5% | +2.8% | -1.7% |
| 30D | +0.1% | -14.0% | +14.1% | +0.2% |
| 3M | +1.2% | +5.3% | -4.2% | +1.1% |
| 6M | -3.9% | +31.9% | -35.8% | -4.4% |
| YTD | +17.5% | -14.6% | +32.1% | +17.8% |
| 1Y | +22.6% | +8.2% | +14.4% | +22.1% |
| All | +118.0% | -6.2% | +124.2% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling