+17.6%
KMI vs ABCL
+145.5%
-128.0%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.9% | -1.5% |
| 7D | -2.1% | -9.6% | +7.5% | -2.1% |
| 30D | -1.7% | +7.2% | -8.9% | -1.6% |
| 3M | -1.9% | +105.5% | -107.4% | -0.7% |
| 6M | -4.3% | +193.0% | -197.3% | -3.0% |
| YTD | +15.8% | +205.8% | -190.0% | +17.7% |
| 1Y | +17.6% | +144.4% | -126.8% | +21.0% |
| All | +17.6% | +145.5% | -128.0% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling