+155.0%
KMI vs URA
+272.2%
-117.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +2.3% |
| 7D | +6.0% | +4.5% | +1.6% | +4.7% |
| 30D | -3.4% | -13.4% | +10.0% | 0.0% |
| 3M | +1.8% | -28.4% | +30.2% | +10.2% |
| 6M | +0.4% | -40.5% | +40.9% | +13.3% |
| YTD | +20.8% | -24.3% | +45.1% | +23.9% |
| 1Y | +23.0% | -28.8% | +51.8% | +28.0% |
| 3Y | +123.3% | +37.6% | +85.7% | +75.1% |
| 5Y | +149.8% | +30.7% | +119.1% | +90.8% |
| All | +155.0% | +272.2% | -117.2% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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