+115.7%
KMI vs MKC
+217.0%
-101.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.9% |
| 7D | -0.4% | -4.3% | +4.0% | +0.9% |
| 30D | +3.7% | -2.0% | +5.7% | +4.2% |
| 3M | +3.2% | +10.0% | -6.8% | -0.1% |
| 6M | -3.0% | -18.5% | +15.5% | +2.4% |
| YTD | +19.7% | -22.4% | +42.1% | +27.6% |
| 1Y | +25.6% | -23.6% | +49.3% | +34.3% |
| 3Y | +120.2% | -30.4% | +150.7% | +138.9% |
| 5Y | +160.5% | -34.2% | +194.7% | +183.1% |
| 10Y | +134.8% | +26.8% | +108.0% | +83.5% |
| All | +115.7% | +217.0% | -101.3% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling