+129.5%
KMI vs MDY
+177.2%
-47.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | -1.7% | -1.9% | +0.1% | -0.3% |
| 30D | -2.7% | -4.6% | +1.9% | +0.9% |
| 3M | -0.7% | -1.2% | +0.6% | 0.0% |
| 6M | -5.0% | +9.2% | -14.2% | -12.4% |
| YTD | +15.5% | +13.1% | +2.4% | +3.1% |
| 1Y | +16.4% | +13.0% | +3.4% | +3.6% |
| 3Y | +114.2% | +49.2% | +64.9% | +47.1% |
| 5Y | +153.3% | +47.2% | +106.0% | +71.5% |
| All | +129.5% | +177.2% | -47.7% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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