-17.3%
MCD vs KMI
+21.6%
-38.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -6.0% | +0.9% | -6.9% | -6.1% |
| 3M | -5.6% | 0.0% | -5.6% | -5.6% |
| 6M | -21.9% | -5.7% | -16.2% | -21.8% |
| YTD | -14.7% | +17.5% | -32.2% | -15.5% |
| 1Y | -17.3% | +22.3% | -39.5% | -17.5% |
| All | -17.3% | +21.6% | -38.8% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling