-22.7%
U vs KMI
+243.0%
-265.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.3% |
| 7D | +2.6% | +6.5% | -4.0% | +0.5% |
| 30D | +27.6% | -3.4% | +31.0% | +28.4% |
| 3M | +15.3% | +0.4% | +14.9% | +14.3% |
| 6M | +96.4% | -0.9% | +97.3% | +94.5% |
| YTD | +19.6% | +20.5% | -0.9% | +7.3% |
| 1Y | +42.1% | +23.2% | +18.9% | +25.9% |
| 3Y | +87.5% | +121.6% | -34.1% | +22.8% |
| 5Y | -73.1% | +149.1% | -222.2% | -82.0% |
| All | -22.7% | +243.0% | -265.7% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling