+111.8%
KMI vs RF
+522.7%
-410.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -0.5% | +1.3% | -1.8% | -1.0% |
| 30D | +0.9% | -3.6% | +4.5% | +2.2% |
| 3M | 0.0% | +8.1% | -8.1% | -3.0% |
| 6M | -5.7% | +11.5% | -17.2% | -10.0% |
| YTD | +17.5% | +15.6% | +1.9% | +10.2% |
| 1Y | +22.3% | +15.7% | +6.6% | +14.3% |
| 3Y | +111.9% | +86.9% | +25.0% | +61.0% |
| 5Y | +151.8% | +89.8% | +62.0% | +83.8% |
| 10Y | +138.7% | +344.7% | -206.0% | +21.9% |
| All | +111.8% | +522.7% | -410.9% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling