+105.0%
KMI vs NXT
+173.5%
-68.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -1.7% | -1.9% | +0.2% | -1.7% |
| 30D | -2.7% | -20.0% | +17.3% | -2.2% |
| 3M | -0.7% | -30.7% | +30.1% | +0.2% |
| 6M | -5.0% | -29.0% | +24.0% | -4.5% |
| YTD | +15.5% | -4.8% | +20.3% | +14.3% |
| 1Y | +16.4% | +22.8% | -6.4% | +13.6% |
| 3Y | +114.2% | +93.9% | +20.2% | +98.2% |
| All | +105.0% | +173.5% | -68.5% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling