+113.9%
KMI vs NXT
+213.5%
-99.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | +6.5% | -9.4% | +16.0% | +6.8% |
| 30D | -3.4% | +15.1% | -18.5% | -3.9% |
| 3M | +0.4% | -9.1% | +9.5% | +0.5% |
| 6M | -0.9% | -30.3% | +29.4% | -0.1% |
| YTD | +20.5% | +9.1% | +11.4% | +18.7% |
| 1Y | +23.2% | +7.9% | +15.3% | +21.4% |
| 3Y | +121.6% | +176.5% | -54.9% | +100.3% |
| All | +113.9% | +213.5% | -99.6% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling