+157.6%
KMI vs Z
-65.8%
+223.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -1.8% | -7.1% | +5.3% | -1.3% |
| 30D | +0.1% | -4.8% | +4.8% | +0.3% |
| 3M | +1.2% | -9.3% | +10.5% | +1.6% |
| 6M | -3.9% | -29.0% | +25.1% | -1.8% |
| YTD | +17.5% | -52.9% | +70.4% | +24.0% |
| 1Y | +22.6% | -63.1% | +85.8% | +32.0% |
| 3Y | +116.3% | -36.9% | +153.2% | +118.0% |
| 5Y | +157.6% | -65.5% | +223.1% | +147.4% |
| All | +157.6% | -65.8% | +223.4% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling