+1,258.4%
NET vs KMI
+122.6%
+1,135.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.2% | -4.1% | -7.1% |
| 7D | -21.2% | -10.3% | -10.9% | -18.7% |
| 30D | -31.1% | -5.3% | -25.8% | -30.1% |
| 3M | -16.5% | -2.1% | -14.4% | -16.1% |
| 6M | 0.0% | -4.8% | +4.8% | +1.0% |
| YTD | +24.0% | +14.0% | +10.1% | +18.2% |
| 1Y | +7.0% | +20.9% | -13.9% | +0.1% |
| 3Y | +279.6% | +105.3% | +174.3% | +207.4% |
| 5Y | +24.0% | +131.8% | -107.9% | -0.5% |
| All | +1,258.4% | +122.6% | +1,135.7% | +1,131.5% |
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