+4,663.4%
LLY vs KMI
+107.5%
+4,555.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -1.6% | +0.9% | -2.5% | -1.8% |
| 3M | +2.3% | 0.0% | +2.3% | +2.1% |
| 6M | +14.9% | -5.7% | +20.6% | +15.9% |
| YTD | +7.5% | +17.5% | -10.0% | +4.1% |
| 1Y | +55.7% | +22.3% | +33.4% | +49.6% |
| 3Y | +110.6% | +111.9% | -1.3% | +82.1% |
| 5Y | +363.4% | +151.8% | +211.6% | +285.7% |
| 10Y | +1,649.0% | +138.7% | +1,510.3% | +1,330.5% |
| All | +4,663.4% | +107.5% | +4,555.9% | +3,744.9% |
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