+111.8%
KMI vs MLM
+584.1%
-472.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.0% |
| 7D | -0.5% | -2.9% | +2.4% | +0.5% |
| 30D | +0.9% | -6.8% | +7.7% | +3.3% |
| 3M | 0.0% | -11.2% | +11.2% | +3.6% |
| 6M | -5.7% | -21.8% | +16.1% | +1.9% |
| YTD | +17.5% | -17.0% | +34.5% | +23.5% |
| 1Y | +22.3% | -16.4% | +38.7% | +27.8% |
| 3Y | +111.9% | +14.5% | +97.5% | +92.3% |
| 5Y | +151.8% | +41.7% | +110.1% | +104.1% |
| 10Y | +138.7% | +200.0% | -61.4% | +35.8% |
| All | +111.8% | +584.1% | -472.3% | -11.3% |
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