+134.8%
KMI vs MOS
+11.1%
+123.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.0% |
| 7D | -0.4% | +7.1% | -7.4% | -2.5% |
| 30D | +3.7% | +15.0% | -11.4% | -1.2% |
| 3M | +3.2% | +24.1% | -20.9% | -4.8% |
| 6M | -3.0% | +2.7% | -5.7% | -6.2% |
| YTD | +19.7% | +12.2% | +7.5% | +11.6% |
| 1Y | +25.6% | -16.3% | +41.9% | +28.4% |
| 3Y | +120.2% | -23.3% | +143.5% | +123.5% |
| 5Y | +160.5% | -4.2% | +164.6% | +123.0% |
| 10Y | +134.8% | +12.6% | +122.2% | +47.2% |
| All | +134.8% | +11.1% | +123.7% | +47.2% |
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