+108.7%
USB vs KMI
+137.5%
-28.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.1% |
| 7D | +1.4% | -0.5% | +1.9% | +1.7% |
| 30D | -1.3% | +0.9% | -2.2% | -1.9% |
| 3M | +15.2% | 0.0% | +15.3% | +14.8% |
| 6M | +18.8% | -5.7% | +24.5% | +21.6% |
| YTD | +21.0% | +17.5% | +3.5% | +9.0% |
| 1Y | +34.0% | +22.3% | +11.7% | +17.5% |
| 3Y | +95.3% | +111.9% | -16.6% | +21.6% |
| 5Y | +40.4% | +151.8% | -111.5% | -21.7% |
| All | +108.7% | +137.5% | -28.7% | +13.1% |
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