+614.8%
VTI vs KMI
+107.5%
+507.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | 0.0% |
| 7D | -0.4% | -1.8% | +1.4% | +0.2% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +3.6% | +1.2% | +2.4% | +2.8% |
| 6M | +13.0% | -3.9% | +16.9% | +13.8% |
| YTD | +12.7% | +17.5% | -4.8% | +6.0% |
| 1Y | +18.4% | +22.6% | -4.3% | +9.6% |
| 3Y | +76.4% | +116.3% | -39.9% | +34.0% |
| 5Y | +73.7% | +157.6% | -83.9% | +23.9% |
| 10Y | +302.5% | +136.6% | +165.9% | +180.7% |
| All | +614.8% | +107.5% | +507.3% | +367.8% |
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