+42.1%
MA vs KMI
+117.9%
-75.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +1.5% | +0.9% | +0.6% | +1.3% |
| 3M | +20.4% | 0.0% | +20.4% | +20.2% |
| 6M | +11.1% | -5.7% | +16.8% | +12.3% |
| YTD | +2.0% | +17.5% | -15.5% | -2.4% |
| 1Y | -2.2% | +22.3% | -24.4% | -7.5% |
| All | +42.1% | +117.9% | -75.8% | +18.3% |
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