+160.5%
KMI vs REPL
-53.9%
+214.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | +3.2% | +64.7% | -61.5% | +1.7% |
| 6M | -3.0% | +83.0% | -86.0% | -5.8% |
| YTD | +19.7% | +52.0% | -32.3% | +16.5% |
| 1Y | +25.6% | +144.5% | -118.9% | +20.0% |
| 3Y | +120.2% | -25.1% | +145.3% | +109.6% |
| 5Y | +160.5% | -52.9% | +213.4% | +152.6% |
| All | +160.5% | -53.9% | +214.4% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling