+136.6%
KMI vs UAL
+98.4%
+38.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | -1.8% | -1.1% | -0.6% | -1.5% |
| 30D | +0.1% | -13.4% | +13.5% | +3.0% |
| 3M | +1.2% | -2.3% | +3.4% | +0.8% |
| 6M | -3.9% | +13.3% | -17.2% | -8.4% |
| YTD | +17.5% | -4.2% | +21.7% | +15.5% |
| 1Y | +22.6% | +1.4% | +21.3% | +18.0% |
| 3Y | +116.3% | +125.8% | -9.5% | +59.9% |
| 5Y | +157.6% | +130.0% | +27.6% | +78.0% |
| 10Y | +136.6% | +104.2% | +32.3% | +35.7% |
| All | +136.6% | +98.4% | +38.2% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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