+30.6%
ORCL vs KMI
+128.7%
-98.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -11.2% | -10.8% | -0.4% | -7.9% |
| 30D | -18.8% | -5.0% | -13.8% | -17.6% |
| 3M | -18.8% | -3.4% | -15.4% | -18.1% |
| 6M | -39.7% | -3.4% | -36.3% | -39.8% |
| YTD | -39.6% | +13.1% | -52.7% | -43.9% |
| 1Y | -51.7% | +19.0% | -70.8% | -56.2% |
| 3Y | +10.2% | +106.1% | -95.9% | -15.1% |
| All | +30.6% | +128.7% | -98.2% | -7.9% |
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