+108.2%
KMI vs NYT
+618.9%
-510.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -2.7% | +4.6% | -7.3% | -3.7% |
| 3M | -0.7% | -9.6% | +8.9% | +1.1% |
| 6M | -5.0% | -14.0% | +9.0% | -2.6% |
| YTD | +15.5% | -2.8% | +18.3% | +14.9% |
| 1Y | +16.4% | +15.6% | +0.8% | +11.1% |
| 3Y | +114.2% | +56.3% | +57.8% | +86.8% |
| 5Y | +153.3% | +39.5% | +113.7% | +121.7% |
| 10Y | +132.4% | +488.0% | -355.6% | +41.8% |
| All | +108.2% | +618.9% | -510.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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