+87.5%
U vs KMI
+122.7%
-35.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.3% |
| 7D | +2.6% | +6.5% | -4.0% | +2.2% |
| 30D | +27.6% | -3.4% | +31.0% | +28.0% |
| 3M | +15.3% | +0.4% | +14.9% | +15.0% |
| 6M | +96.4% | -0.9% | +97.3% | +95.9% |
| YTD | +19.6% | +20.5% | -0.9% | +10.3% |
| 1Y | +42.1% | +23.2% | +18.9% | +29.4% |
| 3Y | +87.5% | +121.6% | -34.1% | +18.3% |
| All | +87.5% | +122.7% | -35.2% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling