-68.3%
U vs KMI
+157.3%
-225.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.4% |
| 7D | +4.4% | -1.8% | +6.1% | +5.2% |
| 30D | -1.3% | +0.1% | -1.4% | -1.5% |
| 3M | +49.6% | +1.2% | +48.4% | +47.6% |
| 6M | +100.2% | -3.9% | +104.1% | +101.4% |
| YTD | -3.7% | +17.5% | -21.2% | -15.5% |
| 1Y | -6.5% | +22.6% | -29.2% | -21.0% |
| 3Y | +12.9% | +116.3% | -103.4% | -41.3% |
| 5Y | -68.3% | +157.6% | -225.9% | -84.6% |
| All | -68.3% | +157.3% | -225.6% | -84.6% |
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