+40.2%
O vs KMI
+123.3%
-83.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -0.4% | +6.0% | -6.4% | -1.6% |
| 30D | +8.3% | -3.4% | +11.7% | +8.9% |
| 3M | -4.0% | +1.8% | -5.8% | -4.7% |
| 6M | -2.6% | +0.4% | -3.1% | -3.2% |
| YTD | +9.9% | +20.8% | -10.9% | +4.4% |
| 1Y | +9.8% | +23.0% | -13.1% | +3.8% |
| All | +40.2% | +123.3% | -83.1% | -5.2% |
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