+86.8%
ACN vs KMI
+137.5%
-50.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -7.9% | -2.1% | -5.8% | -7.3% |
| 30D | -1.1% | -1.7% | +0.6% | -0.7% |
| 3M | +5.6% | -1.9% | +7.5% | +5.9% |
| 6M | -9.9% | -4.3% | -5.6% | -9.2% |
| YTD | -32.3% | +15.8% | -48.1% | -36.3% |
| 1Y | -25.3% | +17.6% | -42.9% | -30.2% |
| 3Y | -42.3% | +113.1% | -155.4% | -57.6% |
| 5Y | -43.5% | +154.0% | -197.5% | -61.5% |
| All | +86.8% | +137.5% | -50.7% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling