+129.2%
KMI vs S
-56.8%
+186.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -0.5% | -7.7% | +7.2% | -0.2% |
| 30D | +0.9% | -5.3% | +6.2% | +1.1% |
| 3M | 0.0% | +20.3% | -20.3% | -0.9% |
| 6M | -5.7% | +47.4% | -53.1% | -7.4% |
| YTD | +17.5% | +32.5% | -15.0% | +15.8% |
| 1Y | +22.3% | +9.5% | +12.8% | +21.4% |
| 3Y | +111.9% | +15.5% | +96.4% | +108.1% |
| 5Y | +151.8% | -71.2% | +223.1% | +149.2% |
| All | +129.2% | -56.8% | +186.0% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling