+134.8%
KMI vs RF
+334.9%
-200.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | -0.4% | +2.7% | -3.0% | -1.5% |
| 30D | +3.7% | -3.4% | +7.0% | +5.1% |
| 3M | +3.2% | +6.4% | -3.2% | +0.2% |
| 6M | -3.0% | +13.4% | -16.4% | -8.7% |
| YTD | +19.7% | +14.2% | +5.4% | +11.6% |
| 1Y | +25.6% | +15.7% | +9.9% | +16.1% |
| 3Y | +120.2% | +91.3% | +28.9% | +57.3% |
| 5Y | +160.5% | +89.8% | +70.7% | +77.7% |
| 10Y | +134.8% | +336.7% | -201.9% | -6.3% |
| All | +134.8% | +334.9% | -200.1% | -6.3% |
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