+115.7%
KMI vs MET
+267.9%
-152.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.8% |
| 7D | -0.4% | +1.1% | -1.5% | -1.0% |
| 30D | +3.7% | -2.3% | +6.0% | +4.6% |
| 3M | +3.2% | +13.9% | -10.7% | -2.8% |
| 6M | -3.0% | +34.8% | -37.8% | -15.3% |
| YTD | +19.7% | +23.5% | -3.9% | +7.9% |
| 1Y | +25.6% | +23.4% | +2.2% | +13.0% |
| 3Y | +120.2% | +64.9% | +55.3% | +71.0% |
| 5Y | +160.5% | +82.0% | +78.4% | +90.3% |
| 10Y | +134.8% | +244.4% | -109.5% | +24.9% |
| All | +115.7% | +267.9% | -152.2% | +5.2% |
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