+75.0%
VTI vs KMI
+151.4%
-76.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.9% | -1.7% | +0.8% | -0.4% |
| 30D | -1.4% | -2.7% | +1.3% | -0.7% |
| 3M | +3.6% | -0.7% | +4.3% | +3.4% |
| 6M | +13.6% | -5.0% | +18.6% | +14.8% |
| YTD | +12.9% | +15.5% | -2.5% | +5.8% |
| 1Y | +17.2% | +16.4% | +0.8% | +9.2% |
| 3Y | +75.7% | +114.2% | -38.5% | +24.0% |
| All | +75.0% | +151.4% | -76.3% | +15.2% |
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 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