+248.6%
USB vs KMI
+101.3%
+147.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -0.3% |
| 7D | -1.5% | -10.3% | +8.9% | +3.1% |
| 30D | +4.3% | -5.3% | +9.6% | +6.5% |
| 3M | -6.1% | -2.1% | -3.9% | -5.6% |
| 6M | +9.4% | -4.8% | +14.2% | +10.8% |
| YTD | +15.2% | +14.0% | +1.2% | +7.4% |
| 1Y | +32.8% | +20.9% | +11.9% | +20.4% |
| 3Y | +91.3% | +105.3% | -14.0% | +35.5% |
| 5Y | +22.7% | +131.8% | -109.2% | -17.6% |
| 10Y | +97.0% | +153.9% | -56.8% | +24.3% |
| All | +248.6% | +101.3% | +147.3% | +99.1% |
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 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