+173.9%
KMI vs MDB
+1,017.4%
-843.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.4% |
| 7D | -0.5% | -17.4% | +16.9% | +0.6% |
| 30D | +0.9% | -2.0% | +2.9% | +0.8% |
| 3M | 0.0% | -3.0% | +3.0% | -0.2% |
| 6M | -5.7% | +48.7% | -54.4% | -8.8% |
| YTD | +17.5% | -12.1% | +29.6% | +17.1% |
| 1Y | +22.3% | +14.5% | +7.8% | +19.3% |
| 3Y | +111.9% | -6.1% | +118.1% | +103.6% |
| 5Y | +151.8% | -27.3% | +179.2% | +135.8% |
| All | +173.9% | +1,017.4% | -843.5% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling