+111.8%
KMI vs VMC
+576.2%
-464.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.9% |
| 7D | -0.5% | -4.3% | +3.8% | +0.9% |
| 30D | +0.9% | -8.2% | +9.1% | +3.7% |
| 3M | 0.0% | -7.0% | +7.0% | +1.8% |
| 6M | -5.7% | -10.8% | +5.1% | -3.1% |
| YTD | +17.5% | -7.4% | +24.9% | +18.5% |
| 1Y | +22.3% | -9.5% | +31.8% | +24.0% |
| 3Y | +111.9% | +20.5% | +91.5% | +90.6% |
| 5Y | +151.8% | +51.6% | +100.3% | +103.7% |
| 10Y | +138.7% | +150.0% | -11.4% | +54.1% |
| All | +111.8% | +576.2% | -464.4% | +4.9% |
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