+578.3%
KR vs KMI
+104.5%
+473.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -2.7% | -2.1% | -0.6% | -2.4% |
| 30D | +1.9% | -1.7% | +3.6% | +2.1% |
| 3M | -11.0% | -1.9% | -9.2% | -10.9% |
| 6M | -20.2% | -4.3% | -15.9% | -19.8% |
| YTD | -7.3% | +15.8% | -23.1% | -9.0% |
| 1Y | -13.1% | +17.6% | -30.7% | -14.9% |
| 3Y | +29.7% | +113.1% | -83.4% | +17.4% |
| 5Y | +48.8% | +154.0% | -105.2% | +32.0% |
| 10Y | +122.8% | +133.1% | -10.3% | +97.1% |
| All | +578.3% | +104.5% | +473.8% | +481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling