+391.7%
APP vs KMI
+155.5%
+236.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.9% | +2.6% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -23.3% | +0.9% | -24.2% | -23.9% |
| 3M | -42.6% | 0.0% | -42.6% | -43.3% |
| 6M | -33.6% | -5.7% | -27.9% | -32.6% |
| YTD | -52.4% | +17.5% | -69.9% | -58.3% |
| 1Y | -35.9% | +22.3% | -58.2% | -45.3% |
| 3Y | +642.2% | +111.9% | +530.3% | +388.2% |
| 5Y | +311.1% | +151.8% | +159.2% | +162.4% |
| All | +391.7% | +155.5% | +236.2% | +204.4% |
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 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