+117.2%
KMI vs MSI
+1,647.3%
-1,530.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +6.5% | +3.2% | +3.3% | +5.3% |
| 30D | -3.4% | +17.6% | -21.0% | -9.3% |
| 3M | +0.4% | +14.5% | -14.1% | -4.8% |
| 6M | -0.9% | +34.3% | -35.2% | -12.0% |
| YTD | +20.5% | +39.7% | -19.2% | +4.6% |
| 1Y | +23.2% | +40.2% | -17.0% | +6.7% |
| 3Y | +121.6% | +77.1% | +44.5% | +72.7% |
| 5Y | +149.1% | +124.0% | +25.0% | +72.8% |
| 10Y | +158.3% | +665.5% | -507.2% | +7.1% |
| All | +117.2% | +1,647.3% | -1,530.1% | -37.3% |
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