+134.8%
KMI vs RF
+269.1%
-134.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -10.8% | -0.9% | -9.8% | -10.5% |
| 30D | -5.0% | +6.0% | -11.0% | -7.4% |
| 3M | -3.4% | -8.9% | +5.5% | +0.3% |
| 6M | -3.4% | +2.3% | -5.7% | -4.9% |
| YTD | +13.1% | +7.6% | +5.5% | +8.1% |
| 1Y | +19.0% | +21.2% | -2.1% | +7.8% |
| 3Y | +106.1% | +108.5% | -2.4% | +42.2% |
| 5Y | +130.1% | +43.2% | +86.8% | +80.0% |
| All | +134.8% | +269.1% | -134.3% | +10.4% |
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