+39.5%
KMI vs QSR
+203.9%
-164.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -2.1% | -4.7% | +2.6% | -0.1% |
| 30D | -1.7% | +4.3% | -6.0% | -3.6% |
| 3M | -1.9% | +5.4% | -7.3% | -4.5% |
| 6M | -4.3% | +8.2% | -12.5% | -8.3% |
| YTD | +15.8% | +14.1% | +1.7% | +8.0% |
| 1Y | +17.6% | +28.1% | -10.5% | +3.8% |
| 3Y | +113.1% | +25.3% | +87.9% | +84.6% |
| 5Y | +154.0% | +40.4% | +113.6% | +103.8% |
| 10Y | +133.1% | +132.4% | +0.7% | +32.4% |
| All | +39.5% | +203.9% | -164.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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