+133.4%
KR vs KMI
+136.8%
-3.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -0.2% | -1.7% | +1.5% | 0.0% |
| 30D | +5.1% | -2.7% | +7.8% | +5.4% |
| 3M | -8.2% | -0.7% | -7.5% | -8.1% |
| 6M | -18.0% | -5.0% | -13.0% | -17.5% |
| YTD | -4.8% | +15.5% | -20.2% | -6.5% |
| 1Y | -11.0% | +16.4% | -27.5% | -12.7% |
| 3Y | +37.7% | +114.2% | -76.5% | +24.5% |
| 5Y | +52.8% | +153.3% | -100.5% | +36.1% |
| All | +133.4% | +136.8% | -3.4% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling