+115.7%
KMI vs VIG
+503.5%
-387.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.6% |
| 7D | -0.4% | -0.4% | 0.0% | 0.0% |
| 30D | +3.7% | -2.1% | +5.8% | +5.7% |
| 3M | +3.2% | +3.3% | -0.2% | -0.2% |
| 6M | -3.0% | +9.3% | -12.3% | -11.2% |
| YTD | +19.7% | +10.1% | +9.5% | +8.5% |
| 1Y | +25.6% | +14.7% | +10.9% | +9.4% |
| 3Y | +120.2% | +56.9% | +63.3% | +40.9% |
| 5Y | +160.5% | +62.9% | +97.6% | +58.7% |
| 10Y | +134.8% | +241.3% | -106.5% | -30.2% |
| All | +115.7% | +503.5% | -387.8% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling