+150.6%
KMI vs NUE
+146.6%
+4.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.6% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -2.7% | -4.6% | +1.8% | -2.0% |
| 3M | -0.7% | -0.3% | -0.4% | -0.9% |
| 6M | -5.0% | +51.9% | -56.9% | -12.8% |
| YTD | +15.5% | +60.0% | -44.5% | +4.6% |
| 1Y | +16.4% | +82.9% | -66.5% | +2.4% |
| 3Y | +114.2% | +66.0% | +48.2% | +87.5% |
| All | +150.6% | +146.6% | +4.0% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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