+115.7%
KMI vs MTB
+324.3%
-208.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | -0.4% | +2.8% | -3.1% | -1.5% |
| 30D | +3.7% | -4.2% | +7.8% | +5.4% |
| 3M | +3.2% | +7.8% | -4.6% | -0.2% |
| 6M | -3.0% | +14.8% | -17.8% | -8.8% |
| YTD | +19.7% | +20.8% | -1.1% | +9.8% |
| 1Y | +25.6% | +23.1% | +2.5% | +14.1% |
| 3Y | +120.2% | +114.8% | +5.4% | +54.0% |
| 5Y | +160.5% | +103.3% | +57.2% | +77.3% |
| 10Y | +134.8% | +173.0% | -38.2% | +29.4% |
| All | +115.7% | +324.3% | -208.6% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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