+111.8%
KMI vs A
+445.6%
-333.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -0.5% | -1.9% | +1.4% | +0.1% |
| 30D | +0.9% | +6.9% | -6.0% | -1.4% |
| 3M | 0.0% | +9.2% | -9.3% | -3.1% |
| 6M | -5.7% | +25.7% | -31.4% | -13.5% |
| YTD | +17.5% | +11.5% | +6.0% | +11.6% |
| 1Y | +22.3% | +18.4% | +3.9% | +13.2% |
| 3Y | +111.9% | +26.6% | +85.3% | +85.6% |
| 5Y | +151.8% | -12.8% | +164.7% | +147.2% |
| 10Y | +138.7% | +247.2% | -108.5% | +35.0% |
| All | +111.8% | +445.6% | -333.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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