+2,139.7%
V vs KMI
+107.5%
+2,032.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +2.0% | +0.9% | +1.1% | +1.6% |
| 3M | +17.4% | 0.0% | +17.4% | +17.1% |
| 6M | +17.5% | -5.7% | +23.2% | +19.2% |
| YTD | +7.6% | +17.5% | -9.9% | +1.2% |
| 1Y | +7.7% | +22.3% | -14.6% | -0.2% |
| 3Y | +54.7% | +111.9% | -57.3% | +17.7% |
| 5Y | +73.0% | +151.8% | -78.8% | +23.0% |
| 10Y | +390.9% | +138.7% | +252.2% | +235.4% |
| All | +2,139.7% | +107.5% | +2,032.3% | +1,388.2% |
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