-35.7%
U vs KMI
+228.7%
-264.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +5.5% | -1.7% | +7.2% | +6.2% |
| 30D | -1.3% | -2.7% | +1.5% | -0.4% |
| 3M | +64.6% | -0.7% | +65.3% | +64.2% |
| 6M | +119.4% | -5.0% | +124.3% | +121.2% |
| YTD | -0.5% | +15.5% | -15.9% | -8.7% |
| 1Y | +1.3% | +16.4% | -15.1% | -7.9% |
| 3Y | +15.6% | +114.2% | -98.5% | -22.9% |
| 5Y | -67.5% | +153.3% | -220.7% | -77.8% |
| All | -35.7% | +228.7% | -264.3% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling