+5,744.5%
MU vs KMI
+137.5%
+5,607.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.2% |
| 7D | +2.0% | -2.1% | +4.1% | +3.0% |
| 30D | +12.5% | -1.7% | +14.2% | +13.2% |
| 3M | +9.6% | -1.9% | +11.5% | +9.9% |
| 6M | +142.6% | -4.3% | +147.0% | +143.0% |
| YTD | +242.7% | +15.8% | +226.9% | +209.8% |
| 1Y | +599.3% | +17.6% | +581.7% | +525.0% |
| 3Y | +1,308.3% | +113.1% | +1,195.2% | +830.3% |
| 5Y | +1,263.7% | +154.0% | +1,109.7% | +711.1% |
| All | +5,744.5% | +137.5% | +5,607.0% | +3,218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling