+188.5%
KMI vs REPL
+36.8%
+151.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +6.5% | +1.2% | +5.3% | +6.5% |
| 30D | -3.4% | +92.2% | -95.6% | -5.5% |
| 3M | +0.4% | +44.1% | -43.7% | -1.0% |
| 6M | -0.9% | +313.0% | -314.0% | -7.8% |
| YTD | +20.5% | +125.2% | -104.7% | +11.8% |
| 1Y | +23.2% | +143.8% | -120.6% | +13.9% |
| 3Y | +121.6% | +104.2% | +17.4% | +82.3% |
| 5Y | +149.1% | -34.5% | +183.6% | +120.4% |
| All | +188.5% | +36.8% | +151.7% | +110.4% |
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