+129.5%
KMI vs RUN
+42.2%
+87.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.7% | -3.7% | +2.0% | -1.5% |
| 30D | -2.7% | -13.0% | +10.3% | -1.8% |
| 3M | -0.7% | -31.8% | +31.1% | +1.7% |
| 6M | -5.0% | -32.2% | +27.3% | -3.2% |
| YTD | +15.5% | -53.5% | +68.9% | +19.7% |
| 1Y | +16.4% | -46.5% | +63.0% | +18.5% |
| 3Y | +114.2% | -37.6% | +151.8% | +92.4% |
| 5Y | +153.3% | -80.9% | +234.1% | +145.0% |
| All | +129.5% | +42.2% | +87.3% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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