+111.8%
KMI vs MSCI
+1,733.6%
-1,621.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +0.9% | +0.6% | +0.3% | +0.7% |
| 3M | 0.0% | -7.1% | +7.1% | +1.6% |
| 6M | -5.7% | +0.8% | -6.5% | -6.9% |
| YTD | +17.5% | +1.0% | +16.5% | +15.2% |
| 1Y | +22.3% | +4.3% | +18.0% | +18.2% |
| 3Y | +111.9% | +9.9% | +102.0% | +97.1% |
| 5Y | +151.8% | -6.8% | +158.6% | +139.0% |
| 10Y | +138.7% | +614.7% | -476.0% | +5.0% |
| All | +111.8% | +1,733.6% | -1,621.8% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling