+71.4%
KMI vs P
+485.4%
-414.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -0.5% | +6.5% | -7.0% | -1.4% |
| 30D | +0.9% | +18.8% | -17.9% | -1.7% |
| 3M | 0.0% | +26.7% | -26.8% | -4.0% |
| 6M | -5.7% | +62.2% | -67.9% | -13.2% |
| YTD | +17.5% | +48.5% | -31.0% | +8.8% |
| 1Y | +22.3% | +26.4% | -4.1% | +14.2% |
| 3Y | +111.9% | +159.4% | -47.5% | +66.7% |
| 5Y | +151.8% | +275.8% | -123.9% | +78.9% |
| 10Y | +138.7% | +732.0% | -593.4% | +38.2% |
| All | +71.4% | +485.4% | -414.0% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling