+26.4%
KMI vs MULL
+2,481.0%
-2,454.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +1.9% |
| 7D | -0.4% | +14.0% | -14.4% | -0.6% |
| 30D | +3.7% | +24.8% | -21.1% | +3.2% |
| 3M | +3.2% | -16.1% | +19.3% | +2.7% |
| 6M | -3.0% | +330.9% | -333.9% | -10.5% |
| YTD | +19.7% | +545.0% | -525.3% | +6.6% |
| 1Y | +25.6% | +2,427.1% | -2,401.5% | -1.2% |
| All | +26.4% | +2,481.0% | -2,454.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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