+129.5%
KMI vs VIG
+250.0%
-120.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | -1.7% | -1.1% | -0.6% | -0.8% |
| 30D | -2.7% | -2.7% | 0.0% | -0.3% |
| 3M | -0.7% | +2.5% | -3.2% | -3.2% |
| 6M | -5.0% | +9.2% | -14.2% | -12.9% |
| YTD | +15.5% | +9.8% | +5.6% | +5.0% |
| 1Y | +16.4% | +12.4% | +4.0% | +3.4% |
| 3Y | +114.2% | +55.9% | +58.3% | +37.7% |
| 5Y | +153.3% | +63.9% | +89.3% | +53.0% |
| All | +129.5% | +250.0% | -120.5% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling