+26.6%
KMI vs AA
+13.9%
+12.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.0% |
| 7D | -5.2% | +0.9% | -6.2% | -5.2% |
| 30D | +1.2% | -6.4% | +7.7% | +1.1% |
| 3M | +1.3% | -13.0% | +14.3% | +1.0% |
| 6M | -1.1% | -34.6% | +33.5% | -1.8% |
| YTD | +19.0% | -23.0% | +42.0% | +16.2% |
| 1Y | +26.6% | +16.0% | +10.6% | +18.3% |
| All | +26.6% | +13.9% | +12.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling