+254.1%
MP vs KMI
+180.4%
+73.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.4% |
| 7D | -10.5% | -10.8% | +0.2% | -4.0% |
| 30D | -23.5% | -5.0% | -18.5% | -21.3% |
| 3M | -25.4% | -3.4% | -22.1% | -24.4% |
| 6M | -51.3% | -3.4% | -47.9% | -51.3% |
| YTD | -29.9% | +13.1% | -43.0% | -37.6% |
| 1Y | -31.8% | +19.0% | -50.9% | -41.4% |
| 3Y | +127.0% | +106.1% | +20.9% | +19.9% |
| 5Y | -3.3% | +130.1% | -133.3% | -51.5% |
| All | +254.1% | +180.4% | +73.7% | +62.2% |
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