+157.6%
KMI vs S
-71.9%
+229.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -1.8% | -1.2% | -0.5% | -1.7% |
| 30D | +0.1% | -12.6% | +12.6% | +0.6% |
| 3M | +1.2% | +27.6% | -26.4% | 0.0% |
| 6M | -3.9% | +35.5% | -39.4% | -5.4% |
| YTD | +17.5% | +29.6% | -12.1% | +15.9% |
| 1Y | +22.6% | +8.1% | +14.5% | +21.8% |
| 3Y | +116.3% | +14.8% | +101.5% | +112.3% |
| 5Y | +157.6% | -70.6% | +228.2% | +154.7% |
| All | +157.6% | -71.9% | +229.5% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling