+906.2%
MU vs KMI
+113.5%
+792.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.2% | +5.7% |
| 7D | -12.0% | -6.5% | -5.5% | -10.3% |
| 30D | -28.7% | -5.1% | -23.7% | -27.7% |
| 3M | -16.4% | 0.0% | -16.4% | -16.5% |
| 6M | -1.8% | -0.9% | -0.9% | -2.9% |
| YTD | +157.1% | +15.4% | +141.7% | +130.9% |
| 1Y | +208.5% | +19.5% | +189.0% | +170.8% |
| 3Y | +906.2% | +116.3% | +789.9% | +728.6% |
| All | +906.2% | +113.5% | +792.6% | +728.6% |
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