+95.6%
LLY vs KMI
+121.9%
-26.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -2.4% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | -5.1% | +3.7% | -8.7% | -5.6% |
| 3M | -2.1% | +3.2% | -5.2% | -2.6% |
| 6M | +13.8% | -3.0% | +16.8% | +14.0% |
| YTD | +5.1% | +19.7% | -14.6% | +2.4% |
| 1Y | +53.1% | +25.6% | +27.5% | +47.8% |
| 3Y | +95.6% | +120.2% | -24.6% | +79.3% |
| All | +95.6% | +121.9% | -26.3% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling