+198.4%
KMI vs ABCL
-81.2%
+279.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -0.4% | +1.4% | -1.8% | -0.4% |
| 30D | +3.7% | +65.1% | -61.4% | +1.8% |
| 3M | +3.2% | +111.1% | -107.9% | +0.3% |
| 6M | -3.0% | +231.6% | -234.6% | -7.6% |
| YTD | +19.7% | +234.5% | -214.8% | +13.6% |
| 1Y | +25.6% | +174.3% | -148.7% | +19.8% |
| 3Y | +120.2% | +111.5% | +8.8% | +108.4% |
| 5Y | +160.5% | -37.3% | +197.8% | +153.4% |
| All | +198.4% | -81.2% | +279.6% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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