+68.6%
MAR vs KMI
+111.5%
-42.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -0.5% | -1.7% | +1.2% | -0.2% |
| 30D | -5.4% | -2.7% | -2.7% | -4.9% |
| 3M | -15.5% | -0.7% | -14.8% | -15.6% |
| 6M | +3.0% | -5.0% | +7.9% | +3.8% |
| YTD | +8.5% | +15.5% | -6.9% | +2.6% |
| 1Y | +26.0% | +16.4% | +9.5% | +18.5% |
| 3Y | +68.6% | +114.2% | -45.6% | +27.3% |
| All | +68.6% | +111.5% | -42.9% | +27.3% |
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