+134.8%
KMI vs MOS
+4.2%
+130.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -10.8% | +21.6% | -32.3% | -16.6% |
| 30D | -5.0% | +12.0% | -17.0% | -9.1% |
| 3M | -3.4% | -3.9% | +0.5% | -3.6% |
| 6M | -3.4% | -3.3% | -0.1% | -4.9% |
| YTD | +13.1% | -4.6% | +17.7% | +9.8% |
| 1Y | +19.0% | -7.0% | +26.0% | +16.1% |
| 3Y | +106.1% | -24.4% | +130.6% | +107.0% |
| 5Y | +130.1% | -32.1% | +162.2% | +121.8% |
| All | +134.8% | +4.2% | +130.5% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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