+154.3%
KMI vs AA
+42.1%
+112.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | +6.5% | +0.5% | +6.0% | +6.4% |
| 30D | -3.4% | -0.6% | -2.8% | -3.5% |
| 3M | +0.4% | -19.7% | +20.0% | +4.5% |
| 6M | -0.9% | -41.6% | +40.6% | +9.0% |
| YTD | +20.5% | -24.6% | +45.1% | +23.1% |
| 1Y | +23.2% | +4.9% | +18.3% | +16.2% |
| 3Y | +121.6% | +66.8% | +54.8% | +74.3% |
| 5Y | +149.1% | -19.4% | +168.5% | +117.9% |
| All | +154.3% | +42.1% | +112.2% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling