+348.1%
BAC vs KMI
+110.6%
+237.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -7.2% | -3.7% | -3.5% | -5.7% |
| 3M | -20.4% | +1.2% | -21.7% | -21.4% |
| 6M | +1.3% | -0.3% | +1.5% | +0.4% |
| YTD | -6.4% | +19.2% | -25.6% | -16.0% |
| 1Y | -3.5% | +21.7% | -25.2% | -14.4% |
| 3Y | +96.7% | +120.4% | -23.7% | +26.0% |
| 5Y | +20.6% | +144.9% | -124.3% | -27.4% |
| 10Y | +233.0% | +155.6% | +77.4% | +89.2% |
| All | +348.1% | +110.6% | +237.5% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling