+108.1%
KMI vs URI
+3,620.4%
-3,512.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.9% | -4.8% | +0.1% |
| 7D | -6.5% | -4.0% | -2.5% | -5.5% |
| 30D | -5.1% | +6.8% | -11.9% | -6.9% |
| 3M | 0.0% | -2.8% | +2.8% | +0.3% |
| 6M | -0.9% | +20.9% | -21.8% | -7.0% |
| YTD | +15.4% | +40.2% | -24.8% | +1.7% |
| 1Y | +19.5% | +34.1% | -14.6% | +6.6% |
| 3Y | +116.3% | +164.1% | -47.8% | +52.6% |
| 5Y | +136.6% | +199.3% | -62.8% | +55.3% |
| 10Y | +139.6% | +1,218.8% | -1,079.3% | -4.2% |
| All | +108.1% | +3,620.4% | -3,512.3% | -43.1% |
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