+19.3%
KMI vs ACM
-48.0%
+67.3%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.8% |
| 7D | -1.8% | -3.7% | +1.9% | -1.8% |
| 30D | +0.1% | -12.7% | +12.7% | 0.0% |
| 3M | +1.2% | -9.8% | +11.0% | +1.1% |
| 6M | -3.9% | -31.4% | +27.5% | -3.1% |
| YTD | +17.5% | -32.1% | +49.6% | +18.1% |
| All | +19.3% | -48.0% | +67.3% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling