+26.6%
KMI vs NSC
+24.4%
+2.2%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | -5.2% | +1.8% | -7.0% | -5.4% |
| 30D | +1.2% | +8.8% | -7.6% | +0.5% |
| 3M | +1.3% | +1.2% | +0.1% | +1.1% |
| 6M | -1.1% | +11.3% | -12.5% | -2.0% |
| YTD | +19.0% | +20.7% | -1.7% | +17.2% |
| 1Y | +26.6% | +23.4% | +3.2% | +24.2% |
| All | +26.6% | +24.4% | +2.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling