+104.8%
MMM vs KMI
+121.9%
-17.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -1.3% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -8.0% | +3.7% | -11.7% | -9.3% |
| 3M | +9.4% | +3.2% | +6.2% | +7.7% |
| 6M | +10.2% | -3.0% | +13.2% | +10.9% |
| YTD | +6.1% | +19.7% | -13.5% | -2.8% |
| 1Y | +10.8% | +25.6% | -14.8% | -1.2% |
| 3Y | +104.8% | +120.2% | -15.4% | +32.0% |
| All | +104.8% | +121.9% | -17.1% | +32.0% |
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 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