+108.2%
KMI vs NTRS
+448.8%
-340.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.7% | +1.4% | -3.1% | -2.3% |
| 30D | -2.7% | -0.7% | -2.1% | -2.5% |
| 3M | -0.7% | +11.3% | -12.0% | -5.4% |
| 6M | -5.0% | +35.5% | -40.5% | -17.4% |
| YTD | +15.5% | +40.6% | -25.1% | -1.7% |
| 1Y | +16.4% | +49.2% | -32.8% | -3.8% |
| 3Y | +114.2% | +167.2% | -53.1% | +32.2% |
| 5Y | +153.3% | +94.9% | +58.3% | +73.7% |
| 10Y | +132.4% | +259.5% | -127.0% | +12.8% |
| All | +108.2% | +448.8% | -340.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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