+129.5%
KMI vs MET
+249.3%
-119.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | -2.7% | +0.5% | -3.2% | -3.1% |
| 3M | -0.7% | +11.6% | -12.3% | -6.1% |
| 6M | -5.0% | +40.8% | -45.8% | -19.9% |
| YTD | +15.5% | +25.7% | -10.2% | +2.2% |
| 1Y | +16.4% | +24.4% | -7.9% | +3.1% |
| 3Y | +114.2% | +67.5% | +46.7% | +59.5% |
| 5Y | +153.3% | +85.8% | +67.4% | +74.8% |
| All | +129.5% | +249.3% | -119.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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