+390.7%
LLY vs KMI
+151.2%
+239.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -3.2% | -2.1% | -1.1% | -2.9% |
| 30D | -7.4% | -1.7% | -5.8% | -7.3% |
| 3M | -1.0% | -1.9% | +0.9% | -0.9% |
| 6M | +12.5% | -4.3% | +16.8% | +13.0% |
| YTD | +5.0% | +15.8% | -10.8% | +2.1% |
| 1Y | +49.8% | +17.6% | +32.2% | +45.1% |
| 3Y | +95.5% | +113.1% | -17.6% | +69.3% |
| 5Y | +390.7% | +154.0% | +236.7% | +316.1% |
| All | +390.7% | +151.2% | +239.5% | +316.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling