+136.6%
KMI vs ABCL
-18.8%
+155.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +1.9% |
| 7D | -6.5% | +12.4% | -19.0% | -6.9% |
| 30D | -5.1% | -0.4% | -4.7% | -5.2% |
| 3M | 0.0% | +80.4% | -80.4% | -2.6% |
| 6M | -0.9% | +138.5% | -139.4% | -4.9% |
| YTD | +15.4% | +265.5% | -250.1% | +8.1% |
| 1Y | +19.5% | +219.7% | -200.2% | +12.6% |
| 3Y | +116.3% | +209.4% | -93.1% | +98.6% |
| 5Y | +136.6% | -15.0% | +151.6% | +131.2% |
| All | +136.6% | -18.8% | +155.4% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling