+155.0%
KMI vs Z
-19.3%
+174.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +6.0% | -4.9% | +10.9% | +6.6% |
| 30D | -3.4% | +3.0% | -6.4% | -4.1% |
| 3M | +1.8% | -13.4% | +15.2% | +2.7% |
| 6M | +0.4% | -27.3% | +27.8% | +3.1% |
| YTD | +20.8% | -57.8% | +78.6% | +31.6% |
| 1Y | +23.0% | -60.0% | +83.0% | +34.7% |
| 3Y | +123.3% | -21.5% | +144.8% | +117.8% |
| 5Y | +149.8% | -55.0% | +204.8% | +152.6% |
| All | +155.0% | -19.3% | +174.3% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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