+4,407.5%
MU vs KMI
+158.9%
+4,248.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +12.8% | +6.5% | +6.3% | +9.5% |
| 30D | -14.9% | -3.4% | -11.4% | -13.3% |
| 3M | -18.0% | +0.4% | -18.4% | -18.4% |
| 6M | -3.1% | -0.9% | -2.2% | -4.0% |
| YTD | +172.9% | +20.5% | +152.4% | +141.5% |
| 1Y | +228.8% | +23.2% | +205.7% | +187.0% |
| 3Y | +950.8% | +121.6% | +829.2% | +575.3% |
| 5Y | +931.3% | +149.1% | +782.2% | +514.8% |
| All | +4,407.5% | +158.9% | +4,248.6% | +2,392.8% |
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