+545.7%
MS vs KMI
+140.1%
+405.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.9% |
| 7D | +0.8% | -5.1% | +5.9% | +3.8% |
| 30D | -0.7% | -3.1% | +2.5% | +0.8% |
| 3M | -12.4% | +0.2% | -12.6% | -13.2% |
| 6M | -1.7% | +1.1% | -2.9% | -3.9% |
| YTD | +8.0% | +17.7% | -9.7% | -4.7% |
| 1Y | +16.2% | +19.6% | -3.4% | +1.3% |
| 3Y | +171.3% | +117.6% | +53.7% | +59.9% |
| 5Y | +124.8% | +143.1% | -18.3% | +21.9% |
| All | +545.7% | +140.1% | +405.5% | +219.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling