+631.1%
VRT vs KMI
+142.5%
+488.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -4.5% |
| 7D | -17.7% | -5.1% | -12.6% | -14.2% |
| 30D | -20.0% | -3.1% | -16.9% | -18.0% |
| 3M | -28.1% | +0.2% | -28.3% | -28.0% |
| 6M | -42.8% | +1.1% | -44.0% | -43.7% |
| YTD | +20.0% | +17.7% | +2.2% | +4.6% |
| 1Y | +3.5% | +19.6% | -16.1% | -11.0% |
| 3Y | +366.1% | +117.6% | +248.5% | +206.8% |
| All | +631.1% | +142.5% | +488.6% | +389.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling