+103.9%
KMI vs RF
+479.5%
-375.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 3M | -3.4% | -8.9% | +5.5% | -0.2% |
| 6M | -3.4% | +2.3% | -5.7% | -4.7% |
| YTD | +13.1% | +7.6% | +5.5% | +8.8% |
| 1Y | +19.0% | +21.2% | -2.1% | +9.3% |
| 3Y | +106.1% | +108.5% | -2.4% | +50.6% |
| 5Y | +130.1% | +43.2% | +86.8% | +87.1% |
| 10Y | +151.9% | +288.1% | -136.1% | +34.3% |
| All | +103.9% | +479.5% | -375.6% | -3.6% |
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