+81.6%
KO vs KMI
+152.1%
-70.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -1.1% | -2.1% | +1.0% | -0.8% |
| 30D | +1.6% | -1.7% | +3.2% | +1.8% |
| 3M | +5.8% | -1.9% | +7.6% | +6.0% |
| 6M | +14.3% | -4.3% | +18.6% | +14.9% |
| YTD | +27.3% | +15.8% | +11.5% | +23.9% |
| 1Y | +33.2% | +17.6% | +15.6% | +29.2% |
| 3Y | +64.5% | +113.1% | -48.7% | +37.9% |
| All | +81.6% | +152.1% | -70.5% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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