+83.6%
USB vs KMI
+143.2%
-59.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.8% |
| 7D | -0.5% | +0.2% | -0.8% | -0.7% |
| 30D | +5.7% | -3.7% | +9.4% | +7.5% |
| 3M | -4.7% | +1.2% | -5.9% | -5.9% |
| 6M | +13.4% | -0.3% | +13.7% | +12.4% |
| YTD | +17.0% | +19.2% | -2.2% | +3.9% |
| 1Y | +32.4% | +21.7% | +10.7% | +16.0% |
| 3Y | +101.7% | +120.4% | -18.7% | +21.3% |
| 5Y | +24.4% | +144.9% | -120.5% | -30.1% |
| 10Y | +83.6% | +155.6% | -72.0% | -3.3% |
| All | +83.6% | +143.2% | -59.6% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling