+110.7%
MCK vs KMI
+111.5%
-0.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | +0.4% | -2.7% | +3.2% | +0.8% |
| 3M | +12.1% | -0.7% | +12.8% | +12.2% |
| 6M | -5.4% | -5.0% | -0.5% | -4.8% |
| YTD | +7.8% | +15.5% | -7.7% | +5.9% |
| 1Y | +22.9% | +16.4% | +6.5% | +20.5% |
| 3Y | +110.7% | +114.2% | -3.4% | +113.5% |
| All | +110.7% | +111.5% | -0.8% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling