+2,722.4%
MA vs KMI
+103.8%
+2,618.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -0.2% |
| 7D | -0.3% | -6.5% | +6.2% | +2.0% |
| 30D | +11.3% | -5.1% | +16.4% | +13.1% |
| 3M | +16.7% | 0.0% | +16.7% | +16.2% |
| 6M | +32.8% | -0.9% | +33.7% | +32.2% |
| YTD | +15.6% | +15.4% | +0.2% | +8.3% |
| 1Y | +19.6% | +19.5% | +0.1% | +10.5% |
| 3Y | +72.1% | +116.3% | -44.2% | +25.1% |
| 5Y | +96.0% | +136.6% | -40.5% | +36.5% |
| 10Y | +554.8% | +139.6% | +415.2% | +330.7% |
| All | +2,722.4% | +103.8% | +2,618.6% | +1,565.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling