+193.4%
MCD vs KMI
+158.9%
+34.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | +6.5% | -8.2% | -3.5% |
| 30D | +14.1% | -3.4% | +17.6% | +15.0% |
| 3M | +0.6% | +0.4% | +0.2% | +0.1% |
| 6M | 0.0% | -0.9% | +1.0% | -0.3% |
| YTD | -9.3% | +20.5% | -29.8% | -15.1% |
| 1Y | -9.3% | +23.2% | -32.5% | -15.8% |
| 3Y | +8.6% | +121.6% | -113.0% | -19.1% |
| 5Y | +21.9% | +149.1% | -127.2% | -14.7% |
| All | +193.4% | +158.9% | +34.5% | +81.9% |
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