+269.3%
O vs KMI
+112.8%
+156.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | -0.4% | +6.5% | -6.9% | -2.5% |
| 30D | +7.1% | -3.4% | +10.6% | +8.1% |
| 3M | -5.2% | +0.4% | -5.6% | -5.8% |
| 6M | -1.8% | -0.9% | -0.8% | -2.0% |
| YTD | +9.1% | +20.5% | -11.4% | +1.6% |
| 1Y | +9.7% | +23.2% | -13.5% | +1.3% |
| 3Y | +39.1% | +121.6% | -82.5% | +3.1% |
| 5Y | +8.4% | +149.1% | -140.7% | -23.8% |
| 10Y | +80.2% | +158.3% | -78.1% | +17.4% |
| All | +269.3% | +112.8% | +156.5% | +113.8% |
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