+129.5%
KMI vs MKC
+29.9%
+99.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.7% | -1.5% | -0.3% | -1.4% |
| 30D | -2.7% | -3.1% | +0.4% | -2.1% |
| 3M | -0.7% | +5.2% | -5.9% | -2.1% |
| 6M | -5.0% | -12.8% | +7.9% | -2.4% |
| YTD | +15.5% | -23.3% | +38.8% | +21.8% |
| 1Y | +16.4% | -24.1% | +40.5% | +23.0% |
| 3Y | +114.2% | -32.1% | +146.3% | +130.3% |
| 5Y | +153.3% | -32.8% | +186.0% | +169.4% |
| All | +129.5% | +29.9% | +99.7% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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