+115.7%
KMI vs UMC
+1,397.9%
-1,282.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.2% | +1.2% |
| 7D | -0.4% | +6.6% | -7.0% | -1.2% |
| 30D | +3.7% | +16.6% | -12.9% | +1.5% |
| 3M | +3.2% | +11.0% | -7.9% | +0.3% |
| 6M | -3.0% | +131.3% | -134.3% | -16.4% |
| YTD | +19.7% | +182.5% | -162.8% | -1.1% |
| 1Y | +25.6% | +222.3% | -196.6% | +1.4% |
| 3Y | +120.2% | +253.0% | -132.8% | +72.2% |
| 5Y | +160.5% | +141.8% | +18.6% | +112.0% |
| 10Y | +134.8% | +1,772.2% | -1,637.4% | +16.3% |
| All | +115.7% | +1,397.9% | -1,282.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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