+513.2%
MA vs KMI
+132.8%
+380.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | -3.5% | -1.8% | -1.8% | -2.8% |
| 30D | +0.8% | +0.1% | +0.7% | +0.6% |
| 3M | +14.8% | +1.2% | +13.6% | +13.8% |
| 6M | +10.0% | -3.9% | +13.9% | +11.0% |
| YTD | -0.1% | +17.5% | -17.6% | -7.7% |
| 1Y | -2.2% | +22.6% | -24.9% | -11.6% |
| 3Y | +39.3% | +116.3% | -77.0% | -4.2% |
| 5Y | +66.3% | +157.6% | -91.3% | +4.2% |
| 10Y | +513.2% | +136.6% | +376.7% | +266.7% |
| All | +513.2% | +132.8% | +380.5% | +266.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling