+140.8%
LLY vs KMI
+122.7%
+18.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | +6.7% | +6.5% | +0.2% | +6.1% |
| 30D | +19.6% | -3.4% | +23.0% | +19.8% |
| 3M | +19.7% | +0.4% | +19.3% | +19.5% |
| 6M | +42.7% | -0.9% | +43.7% | +42.6% |
| YTD | +35.1% | +20.5% | +14.6% | +32.1% |
| 1Y | +42.2% | +23.2% | +19.0% | +38.6% |
| 3Y | +140.8% | +121.6% | +19.2% | +158.3% |
| All | +140.8% | +122.7% | +18.1% | +158.3% |
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