+566.9%
ABT vs KMI
+107.5%
+459.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -4.7% | -1.8% | -3.0% | -4.4% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | +16.1% | +1.2% | +15.0% | +15.7% |
| 6M | -5.3% | -3.9% | -1.4% | -4.8% |
| YTD | -14.4% | +17.5% | -32.0% | -17.6% |
| 1Y | -18.4% | +22.6% | -41.1% | -22.2% |
| 3Y | +11.2% | +116.3% | -105.1% | -6.7% |
| 5Y | -9.4% | +157.6% | -167.0% | -27.1% |
| 10Y | +209.7% | +136.6% | +73.2% | +144.2% |
| All | +566.9% | +107.5% | +459.3% | +440.6% |
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