+154.7%
KMI vs ABCL
-41.3%
+195.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | +0.9% | +93.1% | -92.2% | -1.6% |
| 3M | 0.0% | +79.4% | -79.5% | -2.5% |
| 6M | -5.7% | +214.9% | -220.6% | -10.4% |
| YTD | +17.5% | +234.2% | -216.7% | +11.0% |
| 1Y | +22.3% | +174.8% | -152.5% | +16.1% |
| 3Y | +111.9% | +104.5% | +7.5% | +100.1% |
| All | +154.7% | -41.3% | +195.9% | +145.8% |
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