+112.3%
KMI vs URA
-61.1%
+173.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.4% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | -3.1% | -14.8% | +11.6% | +1.1% |
| 3M | +0.2% | -25.3% | +25.5% | +8.0% |
| 6M | +1.1% | -39.9% | +41.0% | +14.7% |
| YTD | +17.7% | -22.4% | +40.2% | +20.6% |
| 1Y | +19.6% | -29.0% | +48.6% | +25.4% |
| 3Y | +117.6% | +41.0% | +76.6% | +71.2% |
| 5Y | +143.1% | +38.3% | +104.8% | +83.8% |
| 10Y | +142.0% | +276.1% | -134.0% | +13.4% |
| All | +112.3% | -61.1% | +173.3% | +47.2% |
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