+84.9%
VUG vs KMI
+115.3%
-30.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +0.1% | -1.8% | +1.8% | +0.4% |
| 30D | -1.7% | +0.1% | -1.7% | -1.8% |
| 3M | +2.8% | +1.2% | +1.7% | +2.3% |
| 6M | +13.6% | -3.9% | +17.5% | +14.1% |
| YTD | +8.1% | +17.5% | -9.5% | +2.6% |
| 1Y | +13.1% | +22.6% | -9.6% | +5.8% |
| All | +84.9% | +115.3% | -30.3% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling