+73.0%
LMT vs KMI
+151.4%
-78.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.2% | -1.7% | +1.5% | +0.3% |
| 30D | -13.1% | -2.7% | -10.3% | -12.4% |
| 3M | -3.9% | -0.7% | -3.2% | -3.7% |
| 6M | -18.3% | -5.0% | -13.3% | -17.3% |
| YTD | +10.3% | +15.5% | -5.1% | +5.8% |
| 1Y | +14.2% | +16.4% | -2.2% | +9.1% |
| 3Y | +35.0% | +114.2% | -79.2% | +3.0% |
| All | +73.0% | +151.4% | -78.3% | +21.9% |
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 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