+26.6%
KMI vs REPL
+125.1%
-98.6%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -5.2% | +28.8% | -34.1% | -5.3% |
| 30D | +1.2% | +57.3% | -56.1% | +1.0% |
| 3M | +1.3% | +73.6% | -72.2% | +1.1% |
| 6M | -1.1% | +582.8% | -584.0% | -2.7% |
| YTD | +19.0% | +112.9% | -93.9% | +19.8% |
| 1Y | +26.6% | +130.7% | -104.1% | +27.6% |
| All | +26.6% | +125.1% | -98.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling