+50.7%
O vs KMI
+136.8%
-86.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.9% | -1.7% | -1.1% | -2.1% |
| 30D | -4.5% | -2.7% | -1.8% | -3.5% |
| 3M | -2.6% | -0.7% | -2.0% | -2.6% |
| 6M | -5.6% | -5.0% | -0.7% | -3.9% |
| YTD | +9.3% | +15.5% | -6.2% | +1.1% |
| 1Y | +4.3% | +16.4% | -12.1% | -4.1% |
| 3Y | +27.4% | +114.2% | -86.7% | -16.6% |
| 5Y | +17.1% | +153.3% | -136.2% | -32.0% |
| All | +50.7% | +136.8% | -86.1% | -19.6% |
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 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