+142.0%
KMI vs RF
+248.4%
-106.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -5.1% | +0.3% | -5.5% | -5.3% |
| 30D | -3.1% | +6.2% | -9.3% | -5.6% |
| 3M | +0.2% | -7.8% | +8.1% | +3.5% |
| 6M | +1.1% | +5.9% | -4.8% | -1.9% |
| YTD | +17.7% | +9.0% | +8.7% | +11.9% |
| 1Y | +19.6% | +19.3% | +0.4% | +9.1% |
| 3Y | +117.6% | +116.4% | +1.2% | +47.5% |
| 5Y | +143.1% | +46.0% | +97.1% | +88.5% |
| 10Y | +142.0% | +239.8% | -97.8% | +14.5% |
| All | +142.0% | +248.4% | -106.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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