+64.2%
T vs KMI
+157.3%
-93.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -3.1% | -1.8% | -1.3% | -2.6% |
| 30D | +4.6% | +0.1% | +4.5% | +4.5% |
| 3M | +12.2% | +1.2% | +11.1% | +11.8% |
| 6M | -6.5% | -3.9% | -2.5% | -5.6% |
| YTD | +4.9% | +17.5% | -12.6% | +0.2% |
| 1Y | -10.5% | +22.6% | -33.1% | -15.5% |
| 3Y | +104.6% | +116.3% | -11.7% | +58.5% |
| 5Y | +64.2% | +157.6% | -93.4% | +17.6% |
| All | +64.2% | +157.3% | -93.1% | +17.6% |
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