+617.6%
MO vs KMI
+107.5%
+510.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | +3.6% | +0.1% | +3.5% | +3.5% |
| 3M | -3.7% | +1.2% | -4.9% | -4.0% |
| 6M | +4.5% | -3.9% | +8.4% | +5.3% |
| YTD | +21.5% | +17.5% | +4.0% | +17.4% |
| 1Y | +9.5% | +22.6% | -13.1% | +4.7% |
| 3Y | +93.6% | +116.3% | -22.7% | +62.2% |
| 5Y | +97.5% | +157.6% | -60.1% | +59.2% |
| 10Y | +111.2% | +136.6% | -25.4% | +67.0% |
| All | +617.6% | +107.5% | +510.0% | +452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling