+129.5%
KMI vs MSI
+605.3%
-475.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -2.7% | -0.8% | -2.0% | -2.6% |
| 3M | -0.7% | +13.9% | -14.6% | -5.9% |
| 6M | -5.0% | +1.3% | -6.3% | -6.3% |
| YTD | +15.5% | +22.3% | -6.8% | +5.5% |
| 1Y | +16.4% | -3.9% | +20.3% | +16.7% |
| 3Y | +114.2% | +69.9% | +44.3% | +68.5% |
| 5Y | +153.3% | +103.8% | +49.5% | +80.6% |
| All | +129.5% | +605.3% | -475.8% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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