+114.8%
KMI vs AA
+73.4%
+41.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -1.1% |
| 7D | -2.1% | -5.4% | +3.3% | -1.7% |
| 30D | -1.7% | -10.7% | +9.0% | -0.9% |
| 3M | -1.9% | -26.2% | +24.3% | +0.3% |
| 6M | -4.3% | -20.9% | +16.6% | -3.5% |
| YTD | +15.8% | -8.6% | +24.4% | +14.5% |
| 1Y | +17.6% | +57.4% | -39.8% | +8.1% |
| All | +114.8% | +73.4% | +41.4% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling