+761.9%
MS vs KMI
+99.7%
+662.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | -1.6% | -10.8% | +9.2% | +4.2% |
| 30D | -3.8% | -5.0% | +1.2% | -1.6% |
| 3M | -14.6% | -3.4% | -11.2% | -13.7% |
| 6M | -5.1% | -3.4% | -1.7% | -4.7% |
| YTD | +4.5% | +13.1% | -8.6% | -4.1% |
| 1Y | +13.5% | +19.0% | -5.5% | +1.2% |
| 3Y | +160.4% | +106.1% | +54.3% | +71.9% |
| 5Y | +112.9% | +130.1% | -17.2% | +31.7% |
| 10Y | +633.4% | +151.9% | +481.5% | +316.5% |
| All | +761.9% | +99.7% | +662.2% | +354.0% |
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