+181.4%
KMI vs REPL
-9.7%
+191.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | -1.8% | -9.6% | +7.8% | -1.4% |
| 30D | +0.1% | +5.7% | -5.6% | -0.2% |
| 3M | +1.2% | +56.4% | -55.2% | -1.7% |
| 6M | -3.9% | +67.4% | -71.4% | -9.8% |
| YTD | +17.5% | +48.7% | -31.1% | +10.7% |
| 1Y | +22.6% | +148.3% | -125.6% | +10.5% |
| 3Y | +116.3% | -26.7% | +143.0% | +90.0% |
| 5Y | +157.6% | -54.1% | +211.7% | +129.7% |
| All | +181.4% | -9.7% | +191.1% | +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