+143.1%
KMI vs REPL
-29.4%
+172.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | +2.0% |
| 7D | -5.1% | +12.7% | -17.8% | -5.3% |
| 30D | -3.1% | +73.5% | -76.6% | -3.9% |
| 3M | +0.2% | +70.3% | -70.1% | -0.6% |
| 6M | +1.1% | +472.0% | -470.9% | -2.5% |
| YTD | +17.7% | +139.5% | -121.8% | +14.0% |
| 1Y | +19.6% | +167.3% | -147.7% | +15.5% |
| 3Y | +117.6% | +109.5% | +8.1% | +99.3% |
| 5Y | +143.1% | -29.9% | +173.0% | +140.1% |
| All | +143.1% | -29.4% | +172.5% | +140.1% |
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