+114.2%
KMI vs MTCH
-0.9%
+115.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.7% | +1.3% | -3.0% | -1.8% |
| 30D | -2.7% | +15.9% | -18.6% | -3.4% |
| 3M | -0.7% | +23.3% | -23.9% | -1.8% |
| 6M | -5.0% | +40.1% | -45.1% | -6.9% |
| YTD | +15.5% | +33.6% | -18.1% | +13.3% |
| 1Y | +16.4% | +14.1% | +2.4% | +15.6% |
| 3Y | +114.2% | +1.4% | +112.7% | +116.4% |
| All | +114.2% | -0.9% | +115.1% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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