+154.0%
KMI vs RUN
-81.3%
+235.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -1.4% |
| 7D | -2.1% | -3.4% | +1.3% | -1.9% |
| 30D | -1.7% | -14.0% | +12.3% | -1.2% |
| 3M | -1.9% | -27.5% | +25.6% | -1.0% |
| 6M | -4.3% | -29.0% | +24.6% | -3.7% |
| YTD | +15.8% | -53.1% | +68.9% | +17.9% |
| 1Y | +17.6% | -46.7% | +64.3% | +18.6% |
| 3Y | +113.1% | -38.3% | +151.4% | +99.8% |
| 5Y | +154.0% | -80.7% | +234.7% | +151.2% |
| All | +154.0% | -81.3% | +235.2% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling