+71.8%
KMI vs P
+499.9%
-428.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.1% |
| 7D | -5.1% | -13.3% | +8.2% | -3.5% |
| 30D | -3.1% | -34.0% | +30.8% | +1.7% |
| 3M | +0.2% | +4.1% | -3.8% | -1.3% |
| 6M | +1.1% | +30.5% | -29.4% | -4.5% |
| YTD | +17.7% | +52.2% | -34.5% | +7.8% |
| 1Y | +19.6% | +10.3% | +9.3% | +13.5% |
| 3Y | +117.6% | +180.9% | -63.3% | +67.8% |
| 5Y | +143.1% | +259.7% | -116.6% | +73.3% |
| 10Y | +142.0% | +652.6% | -510.6% | +40.3% |
| All | +71.8% | +499.9% | -428.1% | -1.5% |
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