+193.0%
ARM vs KMI
+105.8%
+87.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +6.0% |
| 7D | -5.3% | -6.5% | +1.2% | -3.2% |
| 30D | -30.0% | -5.1% | -25.0% | -28.9% |
| 3M | -34.1% | 0.0% | -34.0% | -34.1% |
| 6M | -12.6% | -0.9% | -11.8% | -13.9% |
| YTD | +70.4% | +15.4% | +55.0% | +53.0% |
| 1Y | +22.3% | +19.5% | +2.8% | +7.4% |
| 3Y | +261.2% | +116.3% | +144.9% | +144.3% |
| All | +193.0% | +105.8% | +87.2% | +106.8% |
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