+99.3%
MNST vs KMI
+131.4%
-32.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.3% |
| 7D | -3.4% | -10.8% | +7.3% | -1.8% |
| 30D | +6.6% | -5.0% | +11.6% | +7.2% |
| 3M | -2.9% | -3.4% | +0.5% | -2.6% |
| 6M | +18.4% | -3.4% | +21.8% | +18.5% |
| YTD | +19.3% | +13.1% | +6.2% | +15.8% |
| 1Y | +37.9% | +19.0% | +18.9% | +32.5% |
| 3Y | +62.9% | +106.1% | -43.3% | +37.2% |
| All | +99.3% | +131.4% | -32.1% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling