+120.2%
KMI vs REPL
-24.7%
+144.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.9% |
| 7D | -0.4% | -5.7% | +5.4% | -0.3% |
| 30D | +3.7% | +22.5% | -18.8% | +3.4% |
| 3M | +3.2% | +64.7% | -61.5% | +2.2% |
| 6M | -3.0% | +83.0% | -86.0% | -4.7% |
| YTD | +19.7% | +52.0% | -32.3% | +17.7% |
| 1Y | +25.6% | +144.5% | -118.9% | +22.1% |
| 3Y | +120.2% | -25.1% | +145.3% | +114.8% |
| All | +120.2% | -24.7% | +144.9% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling