+61.4%
KMI vs Z
+25.1%
+36.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -0.5% | -3.0% | +2.5% | -0.2% |
| 30D | +0.9% | -4.2% | +5.1% | +1.2% |
| 3M | 0.0% | -3.7% | +3.7% | -0.1% |
| 6M | -5.7% | -24.5% | +18.8% | -3.1% |
| YTD | +17.5% | -49.3% | +66.8% | +26.5% |
| 1Y | +22.3% | -58.7% | +81.0% | +34.8% |
| 3Y | +111.9% | -34.1% | +146.1% | +113.4% |
| 5Y | +151.8% | -64.5% | +216.4% | +164.6% |
| 10Y | +138.7% | -0.5% | +139.1% | +77.7% |
| All | +61.4% | +25.1% | +36.3% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling