+451.2%
MCHP vs KMI
+104.5%
+346.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -2.1% | -2.1% | 0.0% | -1.3% |
| 30D | -11.1% | -1.7% | -9.4% | -10.7% |
| 3M | -18.1% | -1.9% | -16.2% | -18.0% |
| 6M | +10.8% | -4.3% | +15.1% | +11.6% |
| YTD | +14.2% | +15.8% | -1.6% | +6.0% |
| 1Y | +13.5% | +17.6% | -4.1% | +4.4% |
| 3Y | -2.0% | +113.1% | -115.1% | -30.3% |
| 5Y | +1.4% | +154.0% | -152.6% | -33.0% |
| 10Y | +195.5% | +133.1% | +62.4% | +92.7% |
| All | +451.2% | +104.5% | +346.7% | +250.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling