+311.3%
ARM vs KMI
+113.4%
+197.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.2% |
| 7D | +11.4% | -0.4% | +11.7% | +11.5% |
| 30D | -7.4% | +3.7% | -11.1% | -8.5% |
| 3M | -24.5% | +3.2% | -27.7% | -25.9% |
| 6M | +128.7% | -3.0% | +131.6% | +128.9% |
| YTD | +139.3% | +19.7% | +119.6% | +112.5% |
| 1Y | +88.0% | +25.6% | +62.3% | +61.8% |
| All | +311.3% | +113.4% | +197.9% | +187.3% |
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 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