+811.2%
VUG vs KMI
+112.8%
+698.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.5% | +6.5% | -4.0% | +0.6% |
| 30D | -6.3% | -3.4% | -2.8% | -5.4% |
| 3M | -6.0% | +0.4% | -6.4% | -6.4% |
| 6M | -3.5% | -0.9% | -2.6% | -3.9% |
| YTD | +3.9% | +20.5% | -16.6% | -2.7% |
| 1Y | +5.1% | +23.2% | -18.1% | -2.4% |
| 3Y | +77.9% | +121.6% | -43.7% | +36.8% |
| 5Y | +62.4% | +149.1% | -86.7% | +20.1% |
| 10Y | +399.4% | +158.3% | +241.1% | +248.9% |
| All | +811.2% | +112.8% | +698.4% | +507.9% |
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