-11.7%
MP vs KMI
+24.4%
-36.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.8% |
| 7D | +3.0% | -0.4% | +3.4% | +3.0% |
| 30D | +8.3% | +3.7% | +4.7% | +8.9% |
| 3M | -3.8% | +3.2% | -7.0% | -4.0% |
| 6M | -4.9% | -3.0% | -1.9% | -3.7% |
| YTD | +9.6% | +19.7% | -10.1% | +3.7% |
| 1Y | -11.7% | +25.6% | -37.3% | -12.4% |
| All | -11.7% | +24.4% | -36.1% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling