+117.2%
KMI vs MET
+297.8%
-180.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.6% |
| 7D | +6.5% | +4.5% | +2.1% | +4.6% |
| 30D | -3.4% | +3.5% | -7.0% | -5.0% |
| 3M | +0.4% | +5.9% | -5.6% | -2.4% |
| 6M | -0.9% | +33.1% | -34.0% | -13.0% |
| YTD | +20.5% | +33.6% | -13.1% | +4.9% |
| 1Y | +23.2% | +32.7% | -9.5% | +7.4% |
| 3Y | +121.6% | +85.0% | +36.6% | +63.6% |
| 5Y | +149.1% | +85.6% | +63.5% | +80.4% |
| 10Y | +158.3% | +198.8% | -40.6% | +43.6% |
| All | +117.2% | +297.8% | -180.5% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling