+794.2%
MS vs KMI
+133.3%
+660.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.8% |
| 7D | +2.5% | -0.4% | +2.8% | +2.6% |
| 30D | 0.0% | +3.7% | -3.7% | -2.4% |
| 3M | +2.4% | +3.2% | -0.7% | -0.2% |
| 6M | +36.4% | -3.0% | +39.4% | +36.9% |
| YTD | +23.8% | +19.7% | +4.2% | +8.8% |
| 1Y | +48.6% | +25.6% | +23.0% | +26.1% |
| 3Y | +179.1% | +120.2% | +58.9% | +64.8% |
| 5Y | +144.8% | +160.5% | -15.7% | +27.9% |
| 10Y | +794.2% | +134.8% | +659.4% | +356.1% |
| All | +794.2% | +133.3% | +660.9% | +356.1% |
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 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