+20.3%
ARM vs KMI
+19.5%
+0.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +7.1% |
| 7D | -5.3% | -6.5% | +1.2% | -7.6% |
| 30D | -30.0% | -5.1% | -25.0% | -31.0% |
| 3M | -34.1% | 0.0% | -34.0% | -33.3% |
| 6M | -12.6% | -0.9% | -11.8% | -13.2% |
| YTD | +70.4% | +15.4% | +55.0% | +56.4% |
| All | +20.3% | +19.5% | +0.8% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling