-18.3%
MDT vs KMI
+151.2%
-169.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.0% |
| 30D | +1.0% | -1.7% | +2.7% | +1.4% |
| 3M | +15.2% | -1.9% | +17.1% | +15.6% |
| 6M | +3.7% | -4.3% | +8.0% | +4.7% |
| YTD | -3.0% | +15.8% | -18.8% | -7.4% |
| 1Y | +2.5% | +17.6% | -15.1% | -2.8% |
| 3Y | +26.5% | +113.1% | -86.7% | -5.1% |
| 5Y | -18.3% | +154.0% | -172.3% | -43.0% |
| All | -18.3% | +151.2% | -169.4% | -43.0% |
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