+103.9%
KMI vs MLM
+588.6%
-484.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.1% |
| 7D | -10.8% | -4.1% | -6.6% | -9.5% |
| 30D | -5.0% | +8.2% | -13.2% | -7.9% |
| 3M | -3.4% | -3.6% | +0.2% | -2.5% |
| 6M | -3.4% | -15.6% | +12.2% | +1.4% |
| YTD | +13.1% | -16.4% | +29.5% | +18.3% |
| 1Y | +19.0% | -14.3% | +33.4% | +23.2% |
| 3Y | +106.1% | +19.3% | +86.8% | +84.1% |
| 5Y | +130.1% | +29.6% | +100.5% | +93.5% |
| 10Y | +151.9% | +189.9% | -38.0% | +44.8% |
| All | +103.9% | +588.6% | -484.7% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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