+160.5%
KMI vs MDB
-26.9%
+187.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.0% |
| 7D | -0.4% | -18.0% | +17.6% | +0.3% |
| 30D | +3.7% | -10.7% | +14.4% | +4.0% |
| 3M | +3.2% | +1.0% | +2.2% | +2.9% |
| 6M | -3.0% | +31.6% | -34.6% | -4.5% |
| YTD | +19.7% | -15.2% | +34.8% | +19.7% |
| 1Y | +25.6% | +10.1% | +15.5% | +23.9% |
| 3Y | +120.2% | -5.6% | +125.9% | +113.6% |
| 5Y | +160.5% | -24.5% | +185.0% | +146.4% |
| All | +160.5% | -26.9% | +187.4% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling