-4.5%
UPS vs KMI
+122.7%
-127.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +3.8% | +6.5% | -2.8% | +3.5% |
| 30D | +17.4% | -3.4% | +20.8% | +17.4% |
| 3M | +8.2% | +0.4% | +7.8% | +8.0% |
| 6M | +17.9% | -0.9% | +18.9% | +17.8% |
| YTD | +18.7% | +20.5% | -1.8% | +16.5% |
| 1Y | +24.8% | +23.2% | +1.6% | +22.1% |
| 3Y | -4.5% | +121.6% | -126.2% | -31.2% |
| All | -4.5% | +122.7% | -127.2% | -31.2% |
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 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