+31.5%
ORCL vs KMI
+117.6%
-86.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +5.3% | -0.5% | +5.8% | +5.4% |
| 30D | +10.0% | +0.9% | +9.1% | +9.5% |
| 3M | -32.6% | 0.0% | -32.6% | -33.1% |
| 6M | +4.9% | -5.7% | +10.6% | +6.3% |
| YTD | -17.8% | +17.5% | -35.2% | -25.4% |
| 1Y | -28.0% | +22.3% | -50.3% | -36.5% |
| All | +31.5% | +117.6% | -86.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling