+160.5%
KMI vs URI
+206.8%
-46.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -0.4% | +2.5% | -2.9% | -0.9% |
| 30D | +3.7% | -12.5% | +16.2% | +6.4% |
| 3M | +3.2% | -6.2% | +9.4% | +4.0% |
| 6M | -3.0% | +25.9% | -28.9% | -9.0% |
| YTD | +19.7% | +26.2% | -6.5% | +11.3% |
| 1Y | +25.6% | +5.5% | +20.1% | +22.0% |
| 3Y | +120.2% | +125.0% | -4.8% | +69.3% |
| 5Y | +160.5% | +210.4% | -49.9% | +72.6% |
| All | +160.5% | +206.8% | -46.4% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 5y: compounded portfolio wealth divided by compounded URI 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…
5y analysis · Full analysis span regression · 6 months rolling