+275.4%
ORCL vs KMI
+159.6%
+115.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | +10.4% | +6.0% | +4.3% | +8.4% |
| 30D | -11.2% | -3.4% | -7.8% | -10.3% |
| 3M | -16.8% | +1.8% | -18.5% | -17.4% |
| 6M | -31.5% | +0.4% | -31.9% | -32.1% |
| YTD | -33.9% | +20.8% | -54.7% | -38.8% |
| 1Y | -43.3% | +23.0% | -66.2% | -47.8% |
| 3Y | +16.5% | +123.3% | -106.9% | -10.8% |
| 5Y | +45.4% | +149.8% | -104.4% | +6.3% |
| All | +275.4% | +159.6% | +115.8% | +155.8% |
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 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