+354.7%
MNST vs KMI
+158.9%
+195.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +1.6% | +6.5% | -4.9% | +0.1% |
| 30D | +5.1% | -3.4% | +8.5% | +5.7% |
| 3M | -0.5% | +0.4% | -0.9% | -0.9% |
| 6M | +8.1% | -0.9% | +9.1% | +7.9% |
| YTD | +21.2% | +20.5% | +0.7% | +14.8% |
| 1Y | +30.7% | +23.2% | +7.5% | +23.1% |
| 3Y | +67.3% | +121.6% | -54.3% | +33.0% |
| 5Y | +101.9% | +149.1% | -47.2% | +53.4% |
| All | +354.7% | +158.9% | +195.8% | +234.9% |
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