+142.0%
KMI vs UAL
+99.5%
+42.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -5.1% | +12.5% | -17.6% | -7.6% |
| 30D | -3.1% | +12.2% | -15.3% | -5.9% |
| 3M | +0.2% | -2.6% | +2.8% | +0.1% |
| 6M | +1.1% | +21.1% | -20.0% | -4.7% |
| YTD | +17.7% | +7.8% | +9.9% | +12.2% |
| 1Y | +19.6% | +25.4% | -5.8% | +9.6% |
| 3Y | +117.6% | +217.3% | -99.7% | +47.8% |
| 5Y | +143.1% | +132.9% | +10.2% | +69.3% |
| 10Y | +142.0% | +101.1% | +40.9% | +42.6% |
| All | +142.0% | +99.5% | +42.5% | +42.6% |
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