+115.7%
KMI vs NSC
+642.4%
-526.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | -0.4% | -1.5% | +1.1% | +0.3% |
| 30D | +3.7% | -1.9% | +5.6% | +4.4% |
| 3M | +3.2% | +6.2% | -3.1% | +0.1% |
| 6M | -3.0% | +9.2% | -12.2% | -7.5% |
| YTD | +19.7% | +15.0% | +4.6% | +11.2% |
| 1Y | +25.6% | +21.1% | +4.5% | +13.9% |
| 3Y | +120.2% | +78.6% | +41.6% | +60.9% |
| 5Y | +160.5% | +45.9% | +114.6% | +105.8% |
| 10Y | +134.8% | +326.9% | -192.0% | +11.9% |
| All | +115.7% | +642.4% | -526.7% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling