+111.9%
KMI vs NUE
+716.7%
-604.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -1.8% | -2.3% | +0.5% | -1.0% |
| 30D | +0.1% | -6.1% | +6.1% | +2.1% |
| 3M | +1.2% | +1.7% | -0.5% | -0.2% |
| 6M | -3.9% | +53.1% | -57.0% | -18.9% |
| YTD | +17.5% | +59.0% | -41.5% | -2.6% |
| 1Y | +22.6% | +85.3% | -62.7% | -4.7% |
| 3Y | +116.3% | +63.2% | +53.1% | +68.6% |
| 5Y | +157.6% | +146.8% | +10.8% | +54.9% |
| 10Y | +136.6% | +584.3% | -447.7% | -22.3% |
| All | +111.9% | +716.7% | -604.8% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling