+111.6%
NKE vs KMI
+104.5%
+7.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -5.5% | -2.1% | -3.5% | -5.0% |
| 30D | -10.4% | -1.7% | -8.8% | -10.1% |
| 3M | -15.8% | -1.9% | -13.9% | -15.6% |
| 6M | -33.4% | -4.3% | -29.1% | -32.9% |
| YTD | -41.0% | +15.8% | -56.8% | -44.0% |
| 1Y | -49.1% | +17.6% | -66.6% | -51.9% |
| 3Y | -59.8% | +113.1% | -172.9% | -69.0% |
| 5Y | -75.5% | +154.0% | -229.5% | -82.1% |
| 10Y | -23.5% | +133.1% | -156.6% | -45.7% |
| All | +111.6% | +104.5% | +7.1% | +41.7% |
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