+147.1%
AMAT vs KMI
+148.3%
-1.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.6% |
| 7D | +11.4% | +6.5% | +4.8% | +8.8% |
| 30D | -17.0% | -3.4% | -13.6% | -15.9% |
| 3M | -30.6% | +0.4% | -31.0% | -30.9% |
| 6M | -14.9% | -0.9% | -14.0% | -15.3% |
| YTD | +44.7% | +20.5% | +24.2% | +31.0% |
| 1Y | +66.9% | +23.2% | +43.7% | +49.2% |
| 3Y | +153.3% | +121.6% | +31.7% | +60.7% |
| All | +147.1% | +148.3% | -1.2% | +47.4% |
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