+58.1%
MP vs KMI
+152.8%
-94.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | -2.9% | -0.5% | -2.3% | -2.6% |
| 30D | +13.8% | +0.9% | +12.9% | +12.7% |
| 3M | -16.7% | 0.0% | -16.7% | -17.9% |
| 6M | -11.5% | -5.7% | -5.8% | -9.7% |
| YTD | +7.9% | +17.5% | -9.5% | -7.4% |
| 1Y | -15.0% | +22.3% | -37.3% | -30.0% |
| 3Y | +153.5% | +111.9% | +41.6% | +12.0% |
| All | +58.1% | +152.8% | -94.6% | -44.6% |
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