+129.5%
KMI vs NSC
+332.1%
-202.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.7% | -2.8% | +1.1% | -0.4% |
| 30D | -2.7% | -4.5% | +1.8% | -0.8% |
| 3M | -0.7% | +3.5% | -4.2% | -2.6% |
| 6M | -5.0% | +8.5% | -13.5% | -9.3% |
| YTD | +15.5% | +12.3% | +3.1% | +8.1% |
| 1Y | +16.4% | +18.9% | -2.5% | +6.0% |
| 3Y | +114.2% | +74.1% | +40.0% | +55.0% |
| 5Y | +153.3% | +43.9% | +109.3% | +97.7% |
| All | +129.5% | +332.1% | -202.5% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling