+50.7%
LLY vs KMI
+22.7%
+28.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -3.1% | -1.8% | -1.3% | -3.1% |
| 30D | -8.6% | +0.1% | -8.7% | -8.7% |
| 3M | -1.6% | +1.2% | -2.8% | -1.7% |
| 6M | +11.8% | -3.9% | +15.8% | +10.8% |
| YTD | +5.1% | +17.5% | -12.4% | +7.0% |
| 1Y | +50.7% | +22.6% | +28.1% | +54.1% |
| All | +50.7% | +22.7% | +28.0% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling