+130.2%
KMI vs URA
+361.2%
-231.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.4% |
| 7D | -2.1% | -1.5% | -0.5% | -1.7% |
| 30D | -1.7% | -0.4% | -1.3% | -1.9% |
| 3M | -1.9% | +6.3% | -8.1% | -4.5% |
| 6M | -4.3% | -14.0% | +9.6% | -2.6% |
| YTD | +15.8% | +5.3% | +10.5% | +9.4% |
| 1Y | +17.6% | +11.7% | +5.9% | +6.8% |
| 3Y | +113.1% | +109.8% | +3.3% | +48.3% |
| 5Y | +154.0% | +108.0% | +46.0% | +66.4% |
| All | +130.2% | +361.2% | -231.0% | -7.4% |
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