+119.5%
KMI vs USAR
+74.5%
+45.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | -0.4% | +2.3% | -2.7% | -0.4% |
| 30D | +3.7% | -8.6% | +12.3% | +3.6% |
| 3M | +3.2% | -20.5% | +23.6% | +3.2% |
| 6M | -3.0% | +1.2% | -4.2% | -3.1% |
| YTD | +19.7% | +48.4% | -28.7% | +19.6% |
| 1Y | +25.6% | +30.6% | -5.0% | +25.8% |
| 3Y | +120.2% | +73.6% | +46.6% | +130.4% |
| All | +119.5% | +74.5% | +45.0% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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