+150.6%
KMI vs NTR
+45.7%
+104.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -2.7% | +16.8% | -19.5% | -6.3% |
| 3M | -0.7% | +20.7% | -21.4% | -5.2% |
| 6M | -5.0% | +0.5% | -5.5% | -5.7% |
| YTD | +15.5% | +29.2% | -13.7% | +7.4% |
| 1Y | +16.4% | +39.6% | -23.2% | +5.8% |
| 3Y | +114.2% | +37.9% | +76.3% | +92.7% |
| All | +150.6% | +45.7% | +104.9% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling