-3.2%
MCD vs KMI
+21.9%
-25.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | +0.2% |
| 7D | +7.3% | -5.1% | +12.4% | +7.2% |
| 30D | +20.0% | -3.1% | +23.1% | +19.5% |
| 3M | +3.8% | +0.2% | +3.6% | +3.1% |
| 6M | +3.8% | +1.1% | +2.6% | +2.8% |
| YTD | -5.9% | +17.7% | -23.6% | -7.0% |
| 1Y | -3.2% | +19.6% | -22.8% | -4.6% |
| All | -3.2% | +21.9% | -25.1% | -4.6% |
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