+206.0%
KMI vs QS
-47.0%
+253.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.6% | +4.8% | -1.6% |
| 7D | -1.8% | -4.2% | +2.5% | -1.7% |
| 30D | +0.1% | -15.7% | +15.7% | +0.4% |
| 3M | +1.2% | -28.7% | +29.8% | +1.8% |
| 6M | -3.9% | -23.2% | +19.3% | -3.7% |
| YTD | +17.5% | -49.9% | +67.4% | +19.0% |
| 1Y | +22.6% | -38.8% | +61.4% | +23.0% |
| 3Y | +116.3% | -24.0% | +140.3% | +111.2% |
| 5Y | +157.6% | -75.6% | +233.2% | +153.1% |
| All | +206.0% | -47.0% | +253.0% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling