+108.2%
KMI vs VYM
+498.9%
-390.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.0% |
| 7D | -1.7% | -0.8% | -0.9% | -0.9% |
| 30D | -2.7% | -2.2% | -0.5% | -0.4% |
| 3M | -0.7% | +3.1% | -3.7% | -4.0% |
| 6M | -5.0% | +9.7% | -14.7% | -14.4% |
| YTD | +15.5% | +14.9% | +0.6% | -1.2% |
| 1Y | +16.4% | +17.6% | -1.1% | -3.0% |
| 3Y | +114.2% | +65.3% | +48.9% | +22.0% |
| 5Y | +153.3% | +78.7% | +74.5% | +32.1% |
| 10Y | +132.4% | +208.2% | -75.8% | -31.7% |
| All | +108.2% | +498.9% | -390.7% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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