+120.2%
KMI vs ACM
-19.8%
+140.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +3.7% | -12.9% | +16.6% | +5.8% |
| 3M | +3.2% | -6.4% | +9.5% | +3.8% |
| 6M | -3.0% | -29.2% | +26.2% | +3.2% |
| YTD | +19.7% | -29.9% | +49.6% | +26.6% |
| 1Y | +25.6% | -47.3% | +72.9% | +43.4% |
| 3Y | +120.2% | -19.6% | +139.8% | +114.0% |
| All | +120.2% | -19.8% | +140.0% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling