+160.5%
KMI vs MSI
+100.4%
+60.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | -0.4% | -5.8% | +5.4% | +1.2% |
| 30D | +3.7% | -1.0% | +4.6% | +3.9% |
| 3M | +3.2% | +14.2% | -11.0% | -0.7% |
| 6M | -3.0% | +1.0% | -4.0% | -3.7% |
| YTD | +19.7% | +21.5% | -1.8% | +12.4% |
| 1Y | +25.6% | -2.1% | +27.8% | +25.6% |
| 3Y | +120.2% | +69.3% | +50.9% | +87.6% |
| 5Y | +160.5% | +99.3% | +61.2% | +110.5% |
| All | +160.5% | +100.4% | +60.0% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling