+111.8%
KMI vs URI
+3,230.2%
-3,118.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -0.5% | -2.0% | +1.5% | 0.0% |
| 30D | +0.9% | -12.9% | +13.8% | +4.7% |
| 3M | 0.0% | -6.7% | +6.7% | +1.3% |
| 6M | -5.7% | +19.0% | -24.7% | -12.0% |
| YTD | +17.5% | +25.5% | -8.0% | +7.1% |
| 1Y | +22.3% | +5.5% | +16.7% | +16.9% |
| 3Y | +111.9% | +111.3% | +0.6% | +59.5% |
| 5Y | +151.8% | +198.6% | -46.7% | +65.1% |
| 10Y | +138.7% | +1,179.9% | -1,041.3% | -3.6% |
| All | +111.8% | +3,230.2% | -3,118.4% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling