+46.2%
MSFT vs KMI
+122.7%
-76.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -1.3% | +6.5% | -7.8% | -1.6% |
| 30D | -1.8% | -3.4% | +1.6% | -1.7% |
| 3M | +5.6% | +0.4% | +5.2% | +5.5% |
| 6M | +29.8% | -0.9% | +30.7% | +29.8% |
| YTD | +9.0% | +20.5% | -11.5% | +5.6% |
| 1Y | +4.9% | +23.2% | -18.2% | +1.2% |
| 3Y | +46.2% | +121.6% | -75.4% | +44.0% |
| All | +46.2% | +122.7% | -76.5% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling