+189.4%
KMI vs REPL
+37.4%
+152.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.3% |
| 7D | +6.0% | +9.8% | -3.8% | +5.7% |
| 30D | -3.4% | +81.5% | -84.9% | -5.3% |
| 3M | +1.8% | +44.2% | -42.4% | +0.4% |
| 6M | +0.4% | +437.4% | -437.0% | -7.6% |
| YTD | +20.8% | +126.1% | -105.3% | +12.1% |
| 1Y | +23.0% | +143.1% | -120.2% | +13.7% |
| 3Y | +123.3% | +97.8% | +25.5% | +84.3% |
| 5Y | +149.8% | -34.3% | +184.1% | +121.0% |
| All | +189.4% | +37.4% | +152.0% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling