+899.7%
MAR vs KMI
+111.3%
+788.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -3.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -6.9% | +3.7% | -10.6% | -8.5% |
| 3M | -15.8% | +3.2% | -19.0% | -17.3% |
| 6M | +1.9% | -3.0% | +4.9% | +2.5% |
| YTD | +6.6% | +19.7% | -13.0% | -2.8% |
| 1Y | +23.7% | +25.6% | -2.0% | +10.0% |
| 3Y | +64.6% | +120.2% | -55.6% | +11.3% |
| 5Y | +156.4% | +160.5% | -4.1% | +58.7% |
| 10Y | +415.4% | +134.8% | +280.6% | +214.2% |
| All | +899.7% | +111.3% | +788.4% | +472.2% |
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