+117.6%
KMI vs MDB
-9.5%
+127.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +2.0% |
| 7D | -5.1% | -1.0% | -4.1% | -5.1% |
| 30D | -3.1% | -14.0% | +10.8% | -3.0% |
| 3M | +0.2% | -20.3% | +20.6% | +0.4% |
| 6M | +1.1% | +10.9% | -9.7% | +0.8% |
| YTD | +17.7% | -20.9% | +38.6% | +18.1% |
| 1Y | +19.6% | -11.2% | +30.8% | +19.5% |
| 3Y | +117.6% | -11.9% | +129.5% | +106.6% |
| All | +117.6% | -9.5% | +127.1% | +106.6% |
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