+121.9%
KMI vs Z
-36.8%
+158.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.3% | +2.1% |
| 7D | -0.4% | -3.3% | +2.9% | -0.3% |
| 30D | +3.7% | -3.7% | +7.4% | +3.7% |
| 3M | +3.2% | -7.0% | +10.1% | +3.3% |
| 6M | -3.0% | -29.5% | +26.5% | -1.3% |
| YTD | +19.7% | -52.6% | +72.2% | +25.1% |
| 1Y | +25.6% | -64.0% | +89.6% | +34.1% |
| All | +121.9% | -36.8% | +158.7% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling