+136.6%
KMI vs URI
+199.0%
-62.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.9% | -4.8% | +0.7% |
| 7D | -6.5% | -4.0% | -2.5% | -5.8% |
| 30D | -5.1% | +6.8% | -11.9% | -6.4% |
| 3M | 0.0% | -2.8% | +2.8% | +0.3% |
| 6M | -0.9% | +20.9% | -21.8% | -5.4% |
| YTD | +15.4% | +40.2% | -24.8% | +5.0% |
| 1Y | +19.5% | +34.1% | -14.6% | +9.8% |
| 3Y | +116.3% | +164.1% | -47.8% | +60.6% |
| 5Y | +136.6% | +199.3% | -62.8% | +69.1% |
| All | +136.6% | +199.0% | -62.4% | +69.1% |
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