+25.6%
KMI vs MOS
-15.9%
+41.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.7% |
| 7D | -0.4% | +7.1% | -7.4% | -0.7% |
| 30D | +3.7% | +15.0% | -11.4% | +3.1% |
| 3M | +3.2% | +24.1% | -20.9% | +1.9% |
| 6M | -3.0% | +2.7% | -5.7% | -2.9% |
| YTD | +19.7% | +12.2% | +7.5% | +17.5% |
| 1Y | +25.6% | -16.3% | +41.9% | +29.7% |
| All | +25.6% | -15.9% | +41.6% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling