+805.5%
MS vs KMI
+110.6%
+694.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.0% |
| 7D | -1.7% | +0.2% | -2.0% | -1.8% |
| 30D | +0.9% | -3.7% | +4.6% | +2.5% |
| 3M | -10.8% | +1.2% | -12.1% | -12.0% |
| 6M | +0.9% | -0.3% | +1.2% | -0.2% |
| YTD | +9.8% | +19.2% | -9.4% | -1.9% |
| 1Y | +17.1% | +21.7% | -4.6% | +3.3% |
| 3Y | +175.7% | +120.4% | +55.3% | +75.9% |
| 5Y | +125.9% | +144.9% | -19.0% | +35.3% |
| 10Y | +556.2% | +155.6% | +400.6% | +268.5% |
| All | +805.5% | +110.6% | +694.9% | +364.3% |
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