+72.3%
BA vs KMI
+133.3%
-60.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -1.9% |
| 7D | +2.5% | -0.4% | +2.8% | +2.7% |
| 30D | -10.1% | +3.7% | -13.8% | -12.4% |
| 3M | -2.4% | +3.2% | -5.6% | -5.3% |
| 6M | -8.8% | -3.0% | -5.8% | -8.6% |
| YTD | -2.9% | +19.7% | -22.6% | -16.0% |
| 1Y | -8.8% | +25.6% | -34.4% | -24.1% |
| 3Y | -0.3% | +120.2% | -120.5% | -47.3% |
| 5Y | -0.3% | +160.5% | -160.8% | -54.9% |
| 10Y | +72.3% | +134.8% | -62.5% | -22.8% |
| All | +72.3% | +133.3% | -60.9% | -22.8% |
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