+130.0%
KMI vs VSXY
+37.5%
+92.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.5% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -2.7% | -18.7% | +15.9% | -1.8% |
| 3M | -0.7% | -4.0% | +3.3% | -0.7% |
| 6M | -5.0% | +67.5% | -72.4% | -8.4% |
| YTD | +15.5% | +39.7% | -24.2% | +12.1% |
| 1Y | +16.4% | +180.0% | -163.5% | +7.7% |
| 3Y | +114.2% | +337.3% | -223.1% | +84.3% |
| 5Y | +153.3% | +22.7% | +130.6% | +133.3% |
| All | +130.0% | +37.5% | +92.5% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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