+146.4%
KMI vs PL
+31.5%
+114.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | +6.5% | +10.0% | -3.5% | +6.0% |
| 30D | -3.4% | -2.3% | -1.2% | -3.5% |
| 3M | +0.4% | -44.2% | +44.6% | +2.9% |
| 6M | -0.9% | -66.1% | +65.2% | +3.5% |
| YTD | +20.5% | -30.0% | +50.5% | +19.4% |
| 1Y | +23.2% | +21.0% | +2.1% | +17.5% |
| 3Y | +121.6% | +516.5% | -394.9% | +79.7% |
| All | +146.4% | +31.5% | +114.9% | +115.4% |
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