+66.0%
KMI vs Z
+4.2%
+61.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| YTD | +20.8% | -57.8% | +78.6% | +32.2% |
| 1Y | +23.0% | -60.0% | +83.0% | +35.3% |
| 3Y | +123.3% | -21.5% | +144.8% | +117.5% |
| 5Y | +149.8% | -55.0% | +204.8% | +152.8% |
| 10Y | +159.0% | -18.8% | +177.7% | +97.0% |
| All | +66.0% | +4.2% | +61.8% | +15.2% |
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