+130.2%
KMI vs ACM
+131.7%
-1.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.7% |
| 7D | -2.1% | -5.9% | +3.8% | +0.5% |
| 30D | -1.7% | -6.2% | +4.5% | +0.4% |
| 3M | -1.9% | -7.9% | +6.0% | +0.1% |
| 6M | -4.3% | -30.6% | +26.3% | +9.7% |
| YTD | +15.8% | -33.3% | +49.1% | +33.6% |
| 1Y | +17.6% | -49.2% | +66.8% | +52.8% |
| 3Y | +113.1% | -23.5% | +136.6% | +121.4% |
| 5Y | +154.0% | +0.9% | +153.0% | +123.2% |
| All | +130.2% | +131.7% | -1.5% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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