+247.2%
AMAT vs KMI
+152.8%
+94.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | -14.8% | +0.9% | -15.7% | -15.3% |
| 3M | -9.3% | 0.0% | -9.2% | -9.9% |
| 6M | +27.4% | -5.7% | +33.1% | +29.1% |
| YTD | +77.6% | +17.5% | +60.1% | +62.5% |
| 1Y | +188.9% | +22.3% | +166.7% | +157.9% |
| 3Y | +202.3% | +111.9% | +90.4% | +97.8% |
| All | +247.2% | +152.8% | +94.4% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling