+115.7%
KMI vs OMC
+170.4%
-54.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.7% | +2.5% |
| 7D | -0.4% | -5.8% | +5.4% | +1.8% |
| 30D | +3.7% | -4.8% | +8.5% | +5.4% |
| 3M | +3.2% | +9.2% | -6.1% | -1.4% |
| 6M | -3.0% | -2.5% | -0.5% | -3.4% |
| YTD | +19.7% | +2.6% | +17.1% | +15.2% |
| 1Y | +25.6% | +5.9% | +19.7% | +18.3% |
| 3Y | +120.2% | +14.2% | +106.0% | +93.9% |
| 5Y | +160.5% | +33.2% | +127.2% | +103.7% |
| 10Y | +134.8% | +33.4% | +101.4% | +73.7% |
| All | +115.7% | +170.4% | -54.7% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling