+185.6%
KMI vs REPL
+36.1%
+149.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.5% |
| 7D | +0.2% | +5.3% | -5.0% | 0.0% |
| 30D | -3.7% | +66.6% | -70.3% | -5.3% |
| 3M | +1.2% | +59.6% | -58.3% | -0.5% |
| 6M | -0.3% | +482.4% | -482.6% | -8.6% |
| YTD | +19.2% | +124.1% | -104.8% | +10.6% |
| 1Y | +21.7% | +138.6% | -116.9% | +12.6% |
| 3Y | +120.4% | +96.0% | +24.3% | +81.9% |
| 5Y | +144.9% | -35.4% | +180.3% | +116.9% |
| All | +185.6% | +36.1% | +149.4% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling