+114.2%
KMI vs NRG
+203.5%
-89.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -1.7% | -4.7% | +3.0% | -1.0% |
| 30D | -2.7% | -6.0% | +3.2% | -2.0% |
| 3M | -0.7% | -8.0% | +7.3% | -0.2% |
| 6M | -5.0% | -23.2% | +18.2% | -2.2% |
| YTD | +15.5% | -28.1% | +43.5% | +19.7% |
| 1Y | +16.4% | -27.3% | +43.7% | +19.6% |
| 3Y | +114.2% | +208.7% | -94.5% | +49.5% |
| All | +114.2% | +203.5% | -89.3% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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