+49.6%
ON vs KMI
+151.2%
-101.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.5% |
| 7D | -4.7% | -2.1% | -2.7% | -3.9% |
| 30D | -13.5% | -1.7% | -11.8% | -13.0% |
| 3M | -36.3% | -1.9% | -34.4% | -36.2% |
| 6M | +17.8% | -4.3% | +22.1% | +18.6% |
| YTD | +29.6% | +15.8% | +13.8% | +17.7% |
| 1Y | +45.8% | +17.6% | +28.2% | +30.9% |
| 3Y | -28.3% | +113.1% | -141.5% | -58.2% |
| 5Y | +49.6% | +154.0% | -104.3% | -22.8% |
| All | +49.6% | +151.2% | -101.5% | -22.8% |
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 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