+928.0%
MS vs KMI
+107.5%
+820.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | -0.3% | +0.9% | -1.2% | -1.0% |
| 3M | +0.3% | 0.0% | +0.3% | -0.3% |
| 6M | +31.3% | -5.7% | +37.0% | +33.8% |
| YTD | +24.7% | +17.5% | +7.2% | +12.6% |
| 1Y | +47.9% | +22.3% | +25.6% | +30.4% |
| 3Y | +178.3% | +111.9% | +66.4% | +82.0% |
| 5Y | +144.9% | +151.8% | -7.0% | +44.9% |
| 10Y | +804.5% | +138.7% | +665.9% | +424.3% |
| All | +928.0% | +107.5% | +820.5% | +433.4% |
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