+154.0%
KMI vs VMC
+47.2%
+106.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -2.1% | -3.7% | +1.6% | -1.2% |
| 30D | -1.7% | -12.8% | +11.1% | +1.3% |
| 3M | -1.9% | -7.9% | +6.0% | -0.5% |
| 6M | -4.3% | -7.5% | +3.2% | -3.5% |
| YTD | +15.8% | -11.6% | +27.4% | +17.6% |
| 1Y | +17.6% | -14.3% | +31.8% | +20.2% |
| 3Y | +113.1% | +18.5% | +94.6% | +95.0% |
| 5Y | +154.0% | +46.8% | +107.2% | +110.7% |
| All | +154.0% | +47.2% | +106.8% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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