+361.6%
LRCX vs KMI
+111.5%
+250.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.1% | -1.7% | -1.3% | -2.7% |
| 30D | -8.6% | -2.7% | -5.8% | -8.1% |
| 3M | -17.7% | -0.7% | -17.0% | -17.8% |
| 6M | +36.4% | -5.0% | +41.3% | +37.0% |
| YTD | +74.5% | +15.5% | +59.1% | +64.2% |
| 1Y | +159.4% | +16.4% | +143.0% | +142.3% |
| 3Y | +361.6% | +114.2% | +247.4% | +279.4% |
| All | +361.6% | +111.5% | +250.1% | +279.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling