+131.6%
KMI vs PL
+20.8%
+110.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.1% | -1.3% |
| 7D | -10.8% | -6.8% | -3.9% | -10.5% |
| 30D | -5.0% | -29.3% | +24.3% | -3.6% |
| 3M | -3.4% | -44.8% | +41.4% | -0.8% |
| 6M | -3.4% | -68.4% | +65.0% | +1.2% |
| YTD | +13.1% | -36.4% | +49.5% | +12.6% |
| 1Y | +19.0% | +0.7% | +18.3% | +14.7% |
| 3Y | +106.1% | +455.3% | -349.2% | +68.1% |
| All | +131.6% | +20.8% | +110.8% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling