+111.9%
KMI vs UL
+225.0%
-113.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | -1.8% | -3.2% | +1.5% | -0.6% |
| 30D | +0.1% | -0.6% | +0.7% | +0.2% |
| 3M | +1.2% | +9.4% | -8.3% | -2.4% |
| 6M | -3.9% | -4.1% | +0.2% | -3.2% |
| YTD | +17.5% | -2.0% | +19.5% | +17.2% |
| 1Y | +22.6% | -9.0% | +31.6% | +25.4% |
| 3Y | +116.3% | +21.8% | +94.5% | +95.4% |
| 5Y | +157.6% | +20.6% | +137.0% | +129.1% |
| 10Y | +136.6% | +67.7% | +68.8% | +78.0% |
| All | +111.9% | +225.0% | -113.1% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling