+129.5%
KMI vs UL
+66.7%
+62.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.7% | -3.4% | +1.7% | -0.7% |
| 30D | -2.7% | +0.5% | -3.2% | -2.9% |
| 3M | -0.7% | +7.2% | -7.9% | -3.1% |
| 6M | -5.0% | -3.1% | -1.9% | -4.6% |
| YTD | +15.5% | -2.7% | +18.2% | +15.5% |
| 1Y | +16.4% | -10.2% | +26.7% | +19.3% |
| 3Y | +114.2% | +20.3% | +93.9% | +96.7% |
| 5Y | +153.3% | +19.9% | +133.3% | +129.3% |
| All | +129.5% | +66.7% | +62.8% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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