+108.1%
KMI vs MOS
-63.9%
+172.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.5% |
| 7D | -6.5% | +19.7% | -26.2% | -12.3% |
| 30D | -5.1% | +21.5% | -26.6% | -11.5% |
| 3M | 0.0% | -0.4% | +0.4% | -1.5% |
| 6M | -0.9% | +4.5% | -5.4% | -4.9% |
| YTD | +15.4% | -2.9% | +18.3% | +11.3% |
| 1Y | +19.5% | -7.7% | +27.2% | +16.9% |
| 3Y | +116.3% | -25.6% | +141.9% | +118.6% |
| 5Y | +136.6% | -31.2% | +167.7% | +129.0% |
| 10Y | +139.6% | +2.8% | +136.7% | +65.1% |
| All | +108.1% | -63.9% | +172.0% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling