+111.8%
KMI vs MSI
+1,435.6%
-1,323.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -0.5% | -3.7% | +3.2% | +0.9% |
| 30D | +0.9% | +6.8% | -5.9% | -1.8% |
| 3M | 0.0% | +14.3% | -14.3% | -5.4% |
| 6M | -5.7% | -1.6% | -4.1% | -6.0% |
| YTD | +17.5% | +22.8% | -5.3% | +7.2% |
| 1Y | +22.3% | -1.1% | +23.4% | +21.1% |
| 3Y | +111.9% | +70.5% | +41.5% | +67.1% |
| 5Y | +151.8% | +102.8% | +49.0% | +81.1% |
| 10Y | +138.7% | +597.4% | -458.8% | +2.6% |
| All | +111.8% | +1,435.6% | -1,323.8% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling