-8.4%
T vs KMI
+20.9%
-29.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | -2.4% | -2.1% | -0.4% | -1.7% |
| 30D | +4.3% | -1.7% | +6.0% | +4.8% |
| 3M | +11.6% | -1.9% | +13.4% | +12.1% |
| 6M | -5.6% | -4.3% | -1.2% | -4.4% |
| YTD | +6.6% | +15.8% | -9.2% | +1.6% |
| 1Y | -8.4% | +17.6% | -26.0% | -13.4% |
| All | -8.4% | +20.9% | -29.3% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling