+629.3%
ON vs KMI
+136.8%
+492.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.7% |
| 7D | +2.4% | -1.7% | +4.1% | +3.4% |
| 30D | -8.6% | -2.7% | -5.9% | -7.2% |
| 3M | -34.3% | -0.7% | -33.7% | -34.7% |
| 6M | +28.5% | -5.0% | +33.5% | +30.3% |
| YTD | +40.6% | +15.5% | +25.1% | +24.2% |
| 1Y | +55.3% | +16.4% | +38.9% | +35.8% |
| 3Y | -22.2% | +114.2% | -136.3% | -58.2% |
| 5Y | +62.4% | +153.3% | -90.9% | -24.0% |
| All | +629.3% | +136.8% | +492.5% | +221.3% |
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