+368.8%
ORCL vs KMI
+132.8%
+236.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | 0.0% |
| 7D | +10.9% | -1.8% | +12.6% | +11.5% |
| 30D | +7.0% | +0.1% | +6.9% | +6.8% |
| 3M | -21.2% | +1.2% | -22.4% | -21.9% |
| 6M | +7.4% | -3.9% | +11.3% | +7.7% |
| YTD | -16.3% | +17.5% | -33.8% | -21.7% |
| 1Y | -32.3% | +22.6% | -55.0% | -37.8% |
| 3Y | +32.6% | +116.3% | -83.7% | +2.5% |
| 5Y | +93.1% | +157.6% | -64.5% | +40.1% |
| 10Y | +368.8% | +136.6% | +232.2% | +229.6% |
| All | +368.8% | +132.8% | +236.0% | +229.6% |
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