+1,300.7%
QQQ vs KMI
+107.5%
+1,193.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | +1.0% | -1.8% | +2.7% | +1.5% |
| 30D | -0.6% | +0.1% | -0.7% | -0.8% |
| 3M | +1.3% | +1.2% | +0.1% | +0.6% |
| 6M | +18.1% | -3.9% | +22.1% | +18.8% |
| YTD | +16.9% | +17.5% | -0.6% | +10.7% |
| 1Y | +24.0% | +22.6% | +1.3% | +15.7% |
| 3Y | +95.6% | +116.3% | -20.7% | +53.5% |
| 5Y | +94.5% | +157.6% | -63.1% | +44.5% |
| 10Y | +571.7% | +136.6% | +435.1% | +387.6% |
| All | +1,300.7% | +107.5% | +1,193.2% | +855.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling