+25.2%
MCD vs KMI
+136.1%
-111.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +1.5% |
| 7D | +5.9% | -6.5% | +12.5% | +6.8% |
| 30D | +19.6% | -5.1% | +24.7% | +20.2% |
| 3M | +3.3% | 0.0% | +3.3% | +2.9% |
| 6M | +3.5% | -0.9% | +4.4% | +3.2% |
| YTD | -6.1% | +15.4% | -21.5% | -8.6% |
| 1Y | -3.7% | +19.5% | -23.1% | -6.7% |
| 3Y | +13.4% | +116.3% | -102.9% | -4.3% |
| 5Y | +25.2% | +136.6% | -111.4% | +3.9% |
| All | +25.2% | +136.1% | -111.0% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling