+1,381.0%
NET vs KMI
+132.5%
+1,248.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.5% |
| 7D | -16.4% | -5.2% | -11.1% | -15.1% |
| 30D | -25.8% | +1.2% | -27.1% | -26.1% |
| 3M | -11.5% | +1.3% | -12.9% | -12.0% |
| 6M | +18.9% | -1.1% | +20.1% | +18.8% |
| YTD | +35.2% | +19.0% | +16.2% | +27.3% |
| 1Y | +14.5% | +26.6% | -12.1% | +5.6% |
| 3Y | +313.8% | +114.3% | +199.5% | +231.0% |
| 5Y | +32.6% | +144.9% | -112.4% | +5.0% |
| All | +1,381.0% | +132.5% | +1,248.5% | +1,225.8% |
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 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