+378.5%
APP vs KMI
+160.2%
+218.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.6% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -10.0% | +3.7% | -13.7% | -12.0% |
| 3M | -44.6% | +3.2% | -47.8% | -46.3% |
| 6M | -37.9% | -3.0% | -34.9% | -37.9% |
| YTD | -53.7% | +19.7% | -73.4% | -59.8% |
| 1Y | -43.0% | +25.6% | -68.6% | -52.1% |
| 3Y | +640.8% | +120.2% | +520.5% | +378.0% |
| 5Y | +358.8% | +160.5% | +198.4% | +189.6% |
| All | +378.5% | +160.2% | +218.3% | +193.4% |
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 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