+2,388.9%
MA vs KMI
+107.5%
+2,281.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +1.5% | +0.9% | +0.6% | +1.1% |
| 3M | +20.4% | 0.0% | +20.4% | +20.1% |
| 6M | +11.1% | -5.7% | +16.8% | +12.9% |
| YTD | +2.0% | +17.5% | -15.5% | -4.8% |
| 1Y | -2.2% | +22.3% | -24.4% | -10.2% |
| 3Y | +41.9% | +111.9% | -70.0% | +4.2% |
| 5Y | +75.4% | +151.8% | -76.5% | +19.5% |
| 10Y | +527.5% | +138.7% | +388.9% | +313.4% |
| All | +2,388.9% | +107.5% | +2,281.5% | +1,363.9% |
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