+5.2%
LOW vs KMI
+151.4%
-146.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.7% | -1.7% | -2.0% | -3.3% |
| 30D | -8.9% | -2.7% | -6.1% | -8.3% |
| 3M | -10.4% | -0.7% | -9.7% | -10.5% |
| 6M | -19.4% | -5.0% | -14.4% | -18.7% |
| YTD | -17.1% | +15.5% | -32.6% | -20.9% |
| 1Y | -26.3% | +16.4% | -42.7% | -29.9% |
| 3Y | -9.9% | +114.2% | -124.0% | -32.8% |
| All | +5.2% | +151.4% | -146.1% | -25.8% |
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