+151.0%
KMI vs PL
+84.9%
+66.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.6% |
| 7D | -0.5% | -9.3% | +8.8% | -0.1% |
| 30D | +0.9% | -18.9% | +19.8% | +1.8% |
| 3M | 0.0% | -58.4% | +58.4% | +3.8% |
| 6M | -5.7% | -30.3% | +24.6% | -5.6% |
| YTD | +17.5% | -8.1% | +25.6% | +15.2% |
| 1Y | +22.3% | +180.5% | -158.2% | +10.4% |
| 3Y | +111.9% | +444.1% | -332.2% | +74.7% |
| 5Y | +151.8% | +83.0% | +68.8% | +121.5% |
| All | +151.0% | +84.9% | +66.1% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling