+296.4%
ARM vs KMI
+109.5%
+186.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.1% |
| 7D | +5.5% | -0.5% | +6.0% | +5.6% |
| 30D | -8.2% | +0.9% | -9.1% | -8.5% |
| 3M | -35.9% | 0.0% | -35.9% | -36.4% |
| 6M | +103.1% | -5.7% | +108.8% | +105.5% |
| YTD | +130.6% | +17.5% | +113.1% | +105.9% |
| 1Y | +86.1% | +22.3% | +63.8% | +61.8% |
| All | +296.4% | +109.5% | +186.9% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling