+154.7%
KMI vs PL
+46.3%
+108.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +0.2% | +13.4% | -13.1% | -0.5% |
| 30D | -3.7% | -10.2% | +6.5% | -3.3% |
| 3M | +1.2% | -39.5% | +40.7% | +3.4% |
| 6M | -0.3% | -65.7% | +65.5% | +4.1% |
| YTD | +19.2% | -27.3% | +46.5% | +18.0% |
| 1Y | +21.7% | +15.0% | +6.7% | +16.5% |
| 3Y | +120.4% | +560.8% | -440.4% | +78.1% |
| 5Y | +144.9% | +38.4% | +106.5% | +114.4% |
| All | +154.7% | +46.3% | +108.4% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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