+158.4%
MMM vs KMI
+122.7%
+35.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -0.4% | +6.5% | -6.9% | -2.3% |
| 30D | +12.1% | -3.4% | +15.6% | +13.1% |
| 3M | +1.4% | +0.4% | +1.0% | +0.8% |
| 6M | +26.6% | -0.9% | +27.5% | +25.9% |
| YTD | +16.8% | +20.5% | -3.7% | +6.3% |
| 1Y | +10.1% | +23.2% | -13.1% | -1.0% |
| 3Y | +158.4% | +121.6% | +36.8% | +62.3% |
| All | +158.4% | +122.7% | +35.7% | +62.3% |
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