+185.4%
ARM vs KMI
+109.9%
+75.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.2% |
| 7D | -10.4% | -5.1% | -5.3% | -8.8% |
| 30D | -31.8% | -3.1% | -28.7% | -31.2% |
| 3M | -32.2% | +0.2% | -32.5% | -32.4% |
| 6M | -14.9% | +1.1% | -16.0% | -16.6% |
| YTD | +66.0% | +17.7% | +48.3% | +48.0% |
| 1Y | +17.2% | +19.6% | -2.4% | +3.4% |
| 3Y | +247.2% | +117.6% | +129.6% | +136.7% |
| All | +185.4% | +109.9% | +75.5% | +100.1% |
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