+111.9%
KMI vs MDY
+372.6%
-260.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.9% |
| 7D | -1.8% | -0.8% | -1.0% | -1.2% |
| 30D | +0.1% | -3.9% | +3.9% | +3.2% |
| 3M | +1.2% | 0.0% | +1.2% | +0.8% |
| 6M | -3.9% | +8.5% | -12.5% | -10.9% |
| YTD | +17.5% | +13.2% | +4.3% | +4.9% |
| 1Y | +22.6% | +15.0% | +7.6% | +7.6% |
| 3Y | +116.3% | +49.6% | +66.7% | +49.2% |
| 5Y | +157.6% | +46.0% | +111.6% | +77.1% |
| 10Y | +136.6% | +176.4% | -39.8% | -7.3% |
| All | +111.9% | +372.6% | -260.7% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling