-10.1%
BA vs KMI
+102.8%
-113.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +1.1% | -10.8% | +11.8% | +2.6% |
| 30D | -7.9% | -5.0% | -2.9% | -7.4% |
| 3M | -25.3% | -3.4% | -22.0% | -25.1% |
| 6M | -24.6% | -3.4% | -21.2% | -24.7% |
| YTD | -20.1% | +13.1% | -33.2% | -23.5% |
| 1Y | -11.8% | +19.0% | -30.8% | -16.8% |
| 3Y | -10.1% | +106.1% | -116.3% | -22.6% |
| All | -10.1% | +102.8% | -113.0% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling