+108.8%
KMI vs VNQ
+198.1%
-89.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.9% |
| 7D | -2.1% | -2.6% | +0.6% | -0.3% |
| 30D | -1.7% | -2.3% | +0.7% | -0.2% |
| 3M | -1.9% | -2.8% | +0.9% | -0.2% |
| 6M | -4.3% | +2.5% | -6.8% | -6.3% |
| YTD | +15.8% | +8.4% | +7.4% | +9.0% |
| 1Y | +17.6% | +6.8% | +10.8% | +11.7% |
| 3Y | +113.1% | +29.9% | +83.2% | +74.5% |
| 5Y | +154.0% | +7.2% | +146.8% | +133.9% |
| 10Y | +133.1% | +62.5% | +70.6% | +59.2% |
| All | +108.8% | +198.1% | -89.3% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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