+2,318.9%
MSFT vs KMI
+107.5%
+2,211.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +2.7% | +0.9% | +1.8% | +2.4% |
| 3M | +17.0% | 0.0% | +17.0% | +16.7% |
| 6M | +23.8% | -5.7% | +29.5% | +25.1% |
| YTD | +4.0% | +17.5% | -13.5% | -1.2% |
| 1Y | -0.8% | +22.3% | -23.1% | -6.9% |
| 3Y | +55.6% | +111.9% | -56.3% | +23.7% |
| 5Y | +72.9% | +151.8% | -78.9% | +30.0% |
| 10Y | +875.8% | +138.7% | +737.2% | +608.5% |
| All | +2,318.9% | +107.5% | +2,211.4% | +1,536.5% |
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