+130.8%
UPS vs KMI
+111.3%
+19.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.2% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | -2.3% | +3.7% | -6.0% | -3.1% |
| 3M | -5.2% | +3.2% | -8.4% | -6.0% |
| 6M | +1.4% | -3.0% | +4.4% | +1.7% |
| YTD | +6.1% | +19.7% | -13.5% | +1.4% |
| 1Y | +27.0% | +25.6% | +1.4% | +19.8% |
| 3Y | -25.9% | +120.2% | -146.1% | -39.6% |
| 5Y | -34.6% | +160.5% | -195.1% | -48.7% |
| 10Y | +36.2% | +134.8% | -98.7% | +5.9% |
| All | +130.8% | +111.3% | +19.5% | +70.5% |
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