+108.2%
KMI vs VRSK
+446.5%
-338.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.7% | -5.2% | +3.4% | -0.1% |
| 30D | -2.7% | -2.3% | -0.4% | -2.3% |
| 3M | -0.7% | -2.9% | +2.2% | -0.6% |
| 6M | -5.0% | -12.8% | +7.8% | -2.0% |
| YTD | +15.5% | -20.8% | +36.3% | +22.6% |
| 1Y | +16.4% | -33.2% | +49.7% | +31.1% |
| 3Y | +114.2% | -26.6% | +140.7% | +129.1% |
| 5Y | +153.3% | -11.3% | +164.6% | +145.5% |
| 10Y | +132.4% | +126.1% | +6.3% | +51.4% |
| All | +108.2% | +446.5% | -338.4% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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