+9.0%
MSFT vs KMI
+26.0%
-17.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.1% | +10.8% | +5.8% |
| 7D | +4.7% | -5.2% | +9.9% | +3.6% |
| 30D | +5.8% | +1.2% | +4.6% | +6.1% |
| 3M | +13.0% | +1.3% | +11.7% | +13.4% |
| 6M | +34.9% | -1.1% | +36.1% | +35.3% |
| YTD | +15.7% | +19.0% | -3.3% | +15.3% |
| 1Y | +9.0% | +26.6% | -17.6% | +6.2% |
| All | +9.0% | +26.0% | -17.0% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling