+5,815.2%
LLY vs KMI
+113.4%
+5,701.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +4.6% | +6.0% | -1.4% | +3.5% |
| 30D | +22.4% | -3.4% | +25.8% | +23.0% |
| 3M | +17.1% | +1.8% | +15.4% | +16.5% |
| 6M | +44.6% | +0.4% | +44.2% | +44.1% |
| YTD | +33.5% | +20.8% | +12.6% | +28.5% |
| 1Y | +41.1% | +23.0% | +18.1% | +35.4% |
| 3Y | +143.8% | +123.3% | +20.4% | +108.6% |
| 5Y | +473.4% | +149.8% | +323.6% | +377.9% |
| 10Y | +2,035.0% | +159.0% | +1,876.0% | +1,624.0% |
| All | +5,815.2% | +113.4% | +5,701.8% | +4,646.1% |
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 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