+120.2%
KMI vs MSI
+69.3%
+50.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | -0.4% | -5.8% | +5.4% | +1.0% |
| 30D | +3.7% | -1.0% | +4.6% | +3.8% |
| 3M | +3.2% | +14.2% | -11.0% | -0.4% |
| 6M | -3.0% | +1.0% | -4.0% | -3.4% |
| YTD | +19.7% | +21.5% | -1.8% | +12.5% |
| 1Y | +25.6% | -2.1% | +27.8% | +26.4% |
| 3Y | +120.2% | +69.3% | +50.9% | +93.7% |
| All | +120.2% | +69.3% | +50.9% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling