+160.5%
KMI vs MSCI
-10.9%
+171.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +2.5% |
| 7D | -0.4% | -2.1% | +1.7% | -0.1% |
| 30D | +3.7% | -1.7% | +5.4% | +3.9% |
| 3M | +3.2% | -8.2% | +11.4% | +4.3% |
| 6M | -3.0% | -2.4% | -0.5% | -3.2% |
| YTD | +19.7% | -2.8% | +22.5% | +19.1% |
| 1Y | +25.6% | -2.7% | +28.3% | +24.7% |
| 3Y | +120.2% | +7.3% | +112.9% | +112.1% |
| 5Y | +160.5% | -11.4% | +171.9% | +144.2% |
| All | +160.5% | -10.9% | +171.3% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling