+23.3%
BA vs KMI
+158.9%
-135.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.1% | +6.5% | -7.6% | -5.1% |
| 30D | -7.1% | -3.4% | -3.7% | -5.4% |
| 3M | -25.5% | +0.4% | -25.9% | -26.3% |
| 6M | -28.7% | -0.9% | -27.8% | -29.7% |
| YTD | -21.0% | +20.5% | -41.5% | -32.5% |
| 1Y | -11.9% | +23.2% | -35.0% | -26.0% |
| 3Y | -16.2% | +121.6% | -137.8% | -56.4% |
| 5Y | -22.4% | +149.1% | -171.5% | -64.1% |
| All | +23.3% | +158.9% | -135.6% | -47.9% |
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