+433.8%
MAR vs KMI
+136.8%
+297.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -0.5% | -1.7% | +1.2% | +0.3% |
| 30D | -5.4% | -2.7% | -2.7% | -4.3% |
| 3M | -15.5% | -0.7% | -14.8% | -15.7% |
| 6M | +3.0% | -5.0% | +7.9% | +4.6% |
| YTD | +8.5% | +15.5% | -6.9% | -1.3% |
| 1Y | +26.0% | +16.4% | +9.5% | +13.5% |
| 3Y | +68.6% | +114.2% | -45.6% | +4.1% |
| 5Y | +157.4% | +153.3% | +4.1% | +40.7% |
| All | +433.8% | +136.8% | +297.0% | +170.1% |
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