+23.2%
KMI vs AA
-0.3%
+23.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | +6.5% | +0.5% | +6.0% | +6.5% |
| 30D | -3.4% | -0.6% | -2.8% | -3.4% |
| 3M | +0.4% | -19.7% | +20.0% | -0.2% |
| 6M | -0.9% | -41.6% | +40.6% | -2.1% |
| YTD | +20.5% | -24.6% | +45.1% | +17.6% |
| 1Y | +23.2% | +4.9% | +18.3% | +17.8% |
| All | +23.2% | -0.3% | +23.5% | +17.8% |
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