+149.8%
KMI vs ACI
-41.9%
+191.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | -3.4% | +4.9% | -8.3% | -4.1% |
| 3M | +1.8% | +11.1% | -9.3% | +0.2% |
| 6M | +0.4% | -14.9% | +15.4% | +2.1% |
| YTD | +20.8% | -19.6% | +40.4% | +23.6% |
| 1Y | +23.0% | -22.7% | +45.7% | +26.6% |
| 3Y | +123.3% | -31.2% | +154.6% | +132.8% |
| 5Y | +149.8% | -42.3% | +192.1% | +160.2% |
| All | +149.8% | -41.9% | +191.7% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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