+1,118.6%
ABBV vs KMI
+75.3%
+1,043.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.5% |
| 7D | -4.3% | -0.4% | -3.9% | -4.2% |
| 30D | +1.1% | +3.7% | -2.5% | +0.1% |
| 3M | +12.3% | +3.2% | +9.2% | +11.3% |
| 6M | +9.8% | -3.0% | +12.8% | +10.4% |
| YTD | +11.5% | +19.7% | -8.2% | +6.2% |
| 1Y | +22.3% | +25.6% | -3.4% | +14.9% |
| 3Y | +85.2% | +120.2% | -35.0% | +49.0% |
| 5Y | +170.8% | +160.5% | +10.3% | +105.9% |
| 10Y | +485.4% | +134.8% | +350.6% | +335.7% |
| All | +1,118.6% | +75.3% | +1,043.2% | +949.6% |
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