+3,847.4%
ANET vs KMI
+136.8%
+3,710.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | +3.0% | -1.7% | +4.7% | +3.6% |
| 30D | -5.2% | -2.7% | -2.4% | -4.3% |
| 3M | +27.6% | -0.7% | +28.3% | +27.5% |
| 6M | +44.4% | -5.0% | +49.4% | +46.2% |
| YTD | +52.3% | +15.5% | +36.9% | +43.5% |
| 1Y | +30.4% | +16.4% | +14.0% | +22.1% |
| 3Y | +313.3% | +114.2% | +199.1% | +217.6% |
| 5Y | +810.0% | +153.3% | +656.8% | +559.3% |
| All | +3,847.4% | +136.8% | +3,710.6% | +2,594.6% |
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