+130.7%
KMI vs VSXY
+33.4%
+97.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.3% |
| 7D | -2.1% | -0.3% | -1.7% | -2.0% |
| 30D | -1.7% | -22.1% | +20.4% | -0.5% |
| 3M | -1.9% | -1.1% | -0.7% | -2.0% |
| 6M | -4.3% | +53.8% | -58.2% | -7.4% |
| YTD | +15.8% | +35.5% | -19.7% | +12.6% |
| 1Y | +17.6% | +186.0% | -168.4% | +8.6% |
| 3Y | +113.1% | +343.2% | -230.1% | +83.0% |
| 5Y | +154.0% | +19.0% | +135.0% | +134.4% |
| All | +130.7% | +33.4% | +97.3% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling