+114.2%
KMI vs VSXY
+352.7%
-238.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -2.7% | -18.7% | +15.9% | -2.2% |
| 3M | -0.7% | -4.0% | +3.3% | -0.7% |
| 6M | -5.0% | +67.5% | -72.4% | -6.9% |
| YTD | +15.5% | +39.7% | -24.2% | +13.6% |
| 1Y | +16.4% | +180.0% | -163.5% | +11.2% |
| 3Y | +114.2% | +337.3% | -223.1% | +92.1% |
| All | +114.2% | +352.7% | -238.6% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling