+15.3%
O vs KMI
+157.3%
-142.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.0% |
| 7D | -2.3% | -1.8% | -0.5% | -1.8% |
| 30D | -2.4% | +0.1% | -2.5% | -2.6% |
| 3M | -0.6% | +1.2% | -1.7% | -1.1% |
| 6M | -5.0% | -3.9% | -1.1% | -4.2% |
| YTD | +10.4% | +17.5% | -7.1% | +4.7% |
| 1Y | +6.6% | +22.6% | -16.1% | -0.4% |
| 3Y | +28.4% | +116.3% | -87.9% | -4.4% |
| 5Y | +15.3% | +157.6% | -142.3% | -18.0% |
| All | +15.3% | +157.3% | -142.0% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling