+72.3%
BAC vs KMI
+161.9%
-89.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.4% |
| 7D | +1.2% | -0.4% | +1.5% | +1.3% |
| 30D | -0.7% | +3.7% | -4.4% | -2.6% |
| 3M | +16.9% | +3.2% | +13.8% | +14.7% |
| 6M | +29.6% | -3.0% | +32.6% | +30.6% |
| YTD | +15.3% | +19.7% | -4.4% | +3.1% |
| 1Y | +28.8% | +25.6% | +3.2% | +11.7% |
| 3Y | +136.4% | +120.2% | +16.2% | +41.7% |
| All | +72.3% | +161.9% | -89.7% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling