+149.8%
KMI vs AA
-16.1%
+165.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.8% | +1.5% |
| 7D | +6.0% | +5.3% | +0.7% | +5.3% |
| 30D | -3.4% | -2.3% | -1.1% | -3.2% |
| 3M | +1.8% | -20.8% | +22.6% | +4.5% |
| 6M | +0.4% | -39.8% | +40.3% | +6.3% |
| YTD | +20.8% | -23.3% | +44.1% | +21.9% |
| 1Y | +23.0% | +1.8% | +21.1% | +18.3% |
| 3Y | +123.3% | +69.5% | +53.8% | +87.5% |
| 5Y | +149.8% | -18.0% | +167.8% | +129.5% |
| All | +149.8% | -16.1% | +165.8% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling