+287.3%
KRE vs KMI
+111.3%
+176.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -2.2% |
| 7D | +2.3% | -0.4% | +2.7% | +2.5% |
| 30D | -2.5% | +3.7% | -6.2% | -4.3% |
| 3M | +6.2% | +3.2% | +3.1% | +4.3% |
| 6M | +15.8% | -3.0% | +18.8% | +16.6% |
| YTD | +16.0% | +19.7% | -3.7% | +5.1% |
| 1Y | +16.2% | +25.6% | -9.5% | +2.5% |
| 3Y | +86.4% | +120.2% | -33.8% | +23.5% |
| 5Y | +33.0% | +160.5% | -127.5% | -19.1% |
| 10Y | +123.0% | +134.8% | -11.8% | +36.2% |
| All | +287.3% | +111.3% | +176.0% | +111.9% |
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