+92.5%
USB vs KMI
+104.4%
-11.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -0.7% |
| 7D | -1.5% | -10.3% | +8.9% | +2.0% |
| 30D | +4.3% | -5.3% | +9.6% | +5.9% |
| 3M | -6.1% | -2.1% | -3.9% | -5.8% |
| 6M | +9.4% | -4.8% | +14.2% | +10.4% |
| YTD | +15.2% | +14.0% | +1.2% | +7.1% |
| 1Y | +32.8% | +20.9% | +11.9% | +20.0% |
| All | +92.5% | +104.4% | -11.9% | +9.3% |
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 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