+195.2%
MCD vs KMI
+159.6%
+35.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.8% |
| 7D | -1.6% | +6.0% | -7.6% | -3.3% |
| 30D | +16.0% | -3.4% | +19.4% | +16.9% |
| 3M | 0.0% | +1.8% | -1.8% | -1.0% |
| 6M | +0.9% | +0.4% | +0.5% | +0.2% |
| YTD | -8.7% | +20.8% | -29.5% | -14.6% |
| 1Y | -8.6% | +23.0% | -31.5% | -15.0% |
| 3Y | +9.9% | +123.3% | -113.5% | -18.4% |
| 5Y | +22.6% | +149.8% | -127.1% | -14.2% |
| All | +195.2% | +159.6% | +35.6% | +82.9% |
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