+54.7%
MNST vs KMI
+117.6%
-62.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | -7.2% | +0.9% | -8.1% | -7.3% |
| 3M | -1.0% | 0.0% | -1.0% | -1.1% |
| 6M | +11.5% | -5.7% | +17.2% | +12.1% |
| YTD | +14.3% | +17.5% | -3.2% | +11.6% |
| 1Y | +38.1% | +22.3% | +15.8% | +33.8% |
| All | +54.7% | +117.6% | -62.9% | +36.4% |
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