-3.9%
KMI vs QS
-19.4%
+15.5%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.6% | +4.8% | -2.1% |
| 7D | -1.8% | -4.2% | +2.5% | -1.9% |
| 30D | +0.1% | -15.7% | +15.7% | -0.8% |
| 3M | +1.2% | -28.7% | +29.8% | +0.2% |
| 6M | -3.9% | -23.2% | +19.3% | -5.9% |
| All | -3.9% | -19.4% | +15.5% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling