+111.8%
KMI vs URA
-45.9%
+157.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | +0.9% | +7.4% | -6.5% | -1.6% |
| 3M | 0.0% | -8.4% | +8.4% | +1.2% |
| 6M | -5.7% | -12.7% | +7.0% | -4.4% |
| YTD | +17.5% | +7.8% | +9.7% | +10.1% |
| 1Y | +22.3% | +19.5% | +2.8% | +8.6% |
| 3Y | +111.9% | +116.4% | -4.5% | +46.6% |
| 5Y | +151.8% | +134.3% | +17.6% | +58.9% |
| 10Y | +138.7% | +359.3% | -220.6% | +6.8% |
| All | +111.8% | -45.9% | +157.7% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling