+91.4%
ORCL vs KMI
+152.8%
-61.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 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% | -33.0% |
| 6M | +4.9% | -5.7% | +10.6% | +6.1% |
| YTD | -17.8% | +17.5% | -35.2% | -24.3% |
| 1Y | -28.0% | +22.3% | -50.3% | -35.2% |
| 3Y | +36.0% | +111.9% | -75.9% | +3.8% |
| All | +91.4% | +152.8% | -61.3% | +27.0% |
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