+125.9%
KMI vs S
-56.9%
+182.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | -1.7% | -11.8% | +10.1% | -1.3% |
| 3M | -1.9% | +33.9% | -35.8% | -3.1% |
| 6M | -4.3% | +40.1% | -44.4% | -5.9% |
| YTD | +15.8% | +32.1% | -16.3% | +14.1% |
| 1Y | +17.6% | +11.0% | +6.5% | +16.6% |
| 3Y | +113.1% | +16.9% | +96.2% | +109.2% |
| 5Y | +154.0% | -68.9% | +222.9% | +150.8% |
| All | +125.9% | -56.9% | +182.8% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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