+117.2%
KMI vs VMC
+618.7%
-501.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +6.5% | -1.3% | +7.8% | +7.0% |
| 30D | -3.4% | +15.5% | -18.9% | -8.3% |
| 3M | +0.4% | +0.6% | -0.2% | -0.3% |
| 6M | -0.9% | +2.1% | -3.0% | -2.8% |
| YTD | +20.5% | -1.6% | +22.1% | +18.6% |
| 1Y | +23.2% | -1.2% | +24.4% | +21.0% |
| 3Y | +121.6% | +35.3% | +86.3% | +91.0% |
| 5Y | +149.1% | +43.6% | +105.5% | +105.8% |
| 10Y | +158.3% | +126.7% | +31.5% | +70.4% |
| All | +117.2% | +618.7% | -501.5% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling