+129.5%
KMI vs OMC
+34.2%
+95.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.7% | -4.4% | +2.6% | -0.2% |
| 30D | -2.7% | -7.6% | +4.9% | -0.2% |
| 3M | -0.7% | +4.5% | -5.2% | -3.2% |
| 6M | -5.0% | -0.3% | -4.7% | -6.1% |
| YTD | +15.5% | -0.1% | +15.6% | +12.6% |
| 1Y | +16.4% | +4.6% | +11.8% | +10.8% |
| 3Y | +114.2% | +10.5% | +103.7% | +92.5% |
| 5Y | +153.3% | +31.7% | +121.5% | +100.2% |
| All | +129.5% | +34.2% | +95.3% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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