+280.8%
O vs KMI
+107.5%
+173.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -1.9% | +0.9% | -2.8% | -2.3% |
| 3M | +3.8% | 0.0% | +3.9% | +3.7% |
| 6M | -4.7% | -5.7% | +1.0% | -3.2% |
| YTD | +12.5% | +17.5% | -5.0% | +5.9% |
| 1Y | +10.8% | +22.3% | -11.5% | +2.8% |
| 3Y | +28.8% | +111.9% | -83.2% | -2.9% |
| 5Y | +13.2% | +151.8% | -138.7% | -20.6% |
| 10Y | +53.5% | +138.7% | -85.2% | +1.9% |
| All | +280.8% | +107.5% | +173.3% | +123.0% |
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 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