+996.2%
AMGN vs KMI
+111.3%
+884.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.8% | -11.9% | -10.5% |
| 7D | -10.3% | -0.4% | -9.9% | -10.2% |
| 30D | -3.8% | +3.7% | -7.4% | -4.7% |
| 3M | +14.4% | +3.2% | +11.2% | +13.3% |
| 6M | +7.8% | -3.0% | +10.8% | +8.2% |
| YTD | +22.6% | +19.7% | +2.9% | +17.2% |
| 1Y | +44.2% | +25.6% | +18.6% | +36.2% |
| 3Y | +65.8% | +120.2% | -54.4% | +36.5% |
| 5Y | +108.0% | +160.5% | -52.5% | +63.0% |
| 10Y | +209.9% | +134.8% | +75.1% | +139.3% |
| All | +996.2% | +111.3% | +884.9% | +762.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling