+129.5%
KMI vs VRTX
+451.8%
-322.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.7% | -5.6% | +3.9% | -0.8% |
| 30D | -2.7% | -2.0% | -0.8% | -2.5% |
| 3M | -0.7% | +15.8% | -16.5% | -3.4% |
| 6M | -5.0% | +4.7% | -9.7% | -6.1% |
| YTD | +15.5% | +13.7% | +1.8% | +12.2% |
| 1Y | +16.4% | +29.7% | -13.3% | +10.3% |
| 3Y | +114.2% | +48.4% | +65.7% | +93.0% |
| 5Y | +153.3% | +173.3% | -20.1% | +98.0% |
| All | +129.5% | +451.8% | -322.3% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 10y: compounded portfolio wealth divided by compounded VRTX 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…
10y analysis · Full analysis span regression · 6 months rolling