+170.5%
AEP vs KMI
+136.8%
+33.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.9% | -1.7% | +0.8% | -0.6% |
| 30D | -1.1% | -2.7% | +1.7% | -0.5% |
| 3M | -3.3% | -0.7% | -2.6% | -3.2% |
| 6M | -4.6% | -5.0% | +0.3% | -3.8% |
| YTD | +9.4% | +15.5% | -6.1% | +6.1% |
| 1Y | +16.9% | +16.4% | +0.5% | +13.1% |
| 3Y | +76.6% | +114.2% | -37.5% | +49.1% |
| 5Y | +66.2% | +153.3% | -87.1% | +36.0% |
| All | +170.5% | +136.8% | +33.7% | +126.6% |
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 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