+142.7%
AMAT vs KMI
+102.8%
+39.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | -14.7% | -10.8% | -3.9% | -13.1% |
| 30D | -36.1% | -5.0% | -31.1% | -35.5% |
| 3M | -36.9% | -3.4% | -33.5% | -36.5% |
| 6M | -22.2% | -3.4% | -18.8% | -22.2% |
| YTD | +29.9% | +13.1% | +16.8% | +24.1% |
| 1Y | +43.3% | +19.0% | +24.2% | +34.3% |
| 3Y | +142.7% | +106.1% | +36.5% | +128.7% |
| All | +142.7% | +102.8% | +39.8% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling