+174.9%
KMI vs OSCR
-9.0%
+183.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.7% | +1.6% | -3.3% | -1.8% |
| 30D | -2.7% | +10.7% | -13.4% | -3.2% |
| 3M | -0.7% | +13.4% | -14.0% | -1.4% |
| 6M | -5.0% | +144.6% | -149.5% | -8.9% |
| YTD | +15.5% | +128.0% | -112.6% | +10.8% |
| 1Y | +16.4% | +68.7% | -52.2% | +12.8% |
| 3Y | +114.2% | +398.8% | -284.6% | +90.6% |
| 5Y | +153.3% | +87.3% | +66.0% | +117.9% |
| All | +174.9% | -9.0% | +183.9% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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