+136.6%
KMI vs P
+694.3%
-557.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | -1.2% |
| 7D | -1.8% | +5.0% | -6.8% | -2.4% |
| 30D | +0.1% | -0.9% | +1.0% | -0.1% |
| 3M | +1.2% | +38.7% | -37.5% | -4.2% |
| 6M | -3.9% | +54.4% | -58.3% | -11.2% |
| YTD | +17.5% | +44.8% | -27.3% | +8.8% |
| 1Y | +22.6% | +22.5% | +0.1% | +14.7% |
| 3Y | +116.3% | +148.2% | -31.9% | +68.6% |
| 5Y | +157.6% | +268.9% | -111.3% | +78.4% |
| 10Y | +136.6% | +696.9% | -560.3% | +36.1% |
| All | +136.6% | +694.3% | -557.7% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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