+200.7%
KMI vs QS
-46.4%
+247.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -1.7% | -3.6% | +1.9% | -1.6% |
| 30D | -2.7% | -17.2% | +14.5% | -2.4% |
| 3M | -0.7% | -27.0% | +26.3% | -0.1% |
| 6M | -5.0% | -24.6% | +19.6% | -4.7% |
| YTD | +15.5% | -49.3% | +64.8% | +16.8% |
| 1Y | +16.4% | -40.3% | +56.8% | +16.8% |
| 3Y | +114.2% | -23.8% | +138.0% | +109.1% |
| 5Y | +153.3% | -75.0% | +228.2% | +148.7% |
| All | +200.7% | -46.4% | +247.1% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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