+111.9%
KMI vs VTR
+177.0%
-65.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -1.8% | -2.9% | +1.2% | -0.7% |
| 30D | +0.1% | -2.8% | +2.9% | +1.0% |
| 3M | +1.2% | +9.0% | -7.9% | -2.4% |
| 6M | -3.9% | +5.0% | -8.9% | -6.3% |
| YTD | +17.5% | +16.9% | +0.6% | +9.9% |
| 1Y | +22.6% | +34.3% | -11.7% | +8.6% |
| 3Y | +116.3% | +131.6% | -15.3% | +53.2% |
| 5Y | +157.6% | +88.0% | +69.6% | +93.8% |
| 10Y | +136.6% | +97.8% | +38.8% | +49.6% |
| All | +111.9% | +177.0% | -65.1% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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