+54.7%
MMM vs KMI
+132.8%
-78.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | -2.6% | -1.8% | -0.8% | -2.0% |
| 30D | -9.3% | +0.1% | -9.4% | -9.4% |
| 3M | +5.6% | +1.2% | +4.4% | +4.8% |
| 6M | +9.5% | -3.9% | +13.4% | +10.4% |
| YTD | +4.1% | +17.5% | -13.4% | -2.6% |
| 1Y | +9.4% | +22.6% | -13.3% | +0.5% |
| 3Y | +101.0% | +116.3% | -15.3% | +49.7% |
| 5Y | +26.1% | +157.6% | -131.5% | -12.1% |
| 10Y | +54.7% | +136.6% | -81.8% | +4.7% |
| All | +54.7% | +132.8% | -78.0% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling