+72.1%
KMI vs RUN
-29.4%
+101.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.6% |
| 7D | -0.4% | +10.2% | -10.5% | -1.1% |
| 30D | +3.7% | -9.6% | +13.3% | +4.4% |
| 3M | +3.2% | -31.5% | +34.7% | +5.7% |
| 6M | -3.0% | -18.7% | +15.7% | -2.5% |
| YTD | +19.7% | -49.9% | +69.5% | +23.6% |
| 1Y | +25.6% | -45.5% | +71.1% | +27.9% |
| 3Y | +120.2% | -34.1% | +154.3% | +97.1% |
| 5Y | +160.5% | -79.4% | +239.9% | +149.7% |
| 10Y | +134.8% | +48.9% | +85.9% | +49.4% |
| All | +72.1% | -29.4% | +101.5% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling