+248.4%
MNST vs KMI
+132.8%
+115.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -3.6% | -1.8% | -1.8% | -3.2% |
| 30D | -6.3% | +0.1% | -6.4% | -6.4% |
| 3M | -5.0% | +1.2% | -6.1% | -5.4% |
| 6M | +13.1% | -3.9% | +17.1% | +13.9% |
| YTD | +11.8% | +17.5% | -5.8% | +6.9% |
| 1Y | +35.2% | +22.6% | +12.6% | +27.7% |
| 3Y | +52.0% | +116.3% | -64.3% | +22.2% |
| 5Y | +77.9% | +157.6% | -79.8% | +34.5% |
| 10Y | +248.4% | +136.6% | +111.8% | +163.1% |
| All | +248.4% | +132.8% | +115.6% | +163.1% |
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