+174.6%
ARM vs KMI
+101.7%
+72.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.0% |
| 7D | -15.2% | -10.8% | -4.5% | -12.2% |
| 30D | -40.7% | -5.0% | -35.7% | -39.8% |
| 3M | -39.1% | -3.4% | -35.7% | -38.5% |
| 6M | -26.4% | -3.4% | -23.0% | -26.8% |
| YTD | +59.7% | +13.1% | +46.7% | +44.3% |
| 1Y | +10.3% | +19.0% | -8.7% | -3.4% |
| 3Y | +228.9% | +106.1% | +122.7% | +130.0% |
| All | +174.6% | +101.7% | +72.9% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling