+96.7%
BAC vs KMI
+119.1%
-22.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -0.5% |
| 7D | +2.1% | -5.1% | +7.2% | +3.8% |
| 30D | -6.7% | -3.1% | -3.6% | -5.9% |
| 3M | -20.2% | +0.2% | -20.5% | -20.7% |
| 6M | -0.2% | +1.1% | -1.3% | -1.6% |
| YTD | -6.4% | +17.7% | -24.1% | -14.8% |
| 1Y | -3.1% | +19.6% | -22.7% | -12.6% |
| 3Y | +96.7% | +117.6% | -20.9% | +9.6% |
| All | +96.7% | +119.1% | -22.3% | +9.6% |
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