+181.3%
MCD vs KMI
+132.8%
+48.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -2.9% | -1.8% | -1.1% | -2.4% |
| 30D | -6.7% | +0.1% | -6.8% | -6.8% |
| 3M | -9.6% | +1.2% | -10.7% | -10.1% |
| 6M | -22.3% | -3.9% | -18.4% | -21.6% |
| YTD | -15.4% | +17.5% | -33.0% | -19.9% |
| 1Y | -16.8% | +22.6% | -39.5% | -22.4% |
| 3Y | -2.4% | +116.3% | -118.7% | -26.3% |
| 5Y | +19.4% | +157.6% | -138.2% | -17.2% |
| 10Y | +181.3% | +136.6% | +44.7% | +77.7% |
| All | +181.3% | +132.8% | +48.5% | +77.7% |
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