+157.6%
KMI vs ACM
+2.7%
+154.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.0% |
| 7D | -1.8% | -3.7% | +1.9% | -0.8% |
| 30D | +0.1% | -12.7% | +12.7% | +3.2% |
| 3M | +1.2% | -9.8% | +11.0% | +3.1% |
| 6M | -3.9% | -31.4% | +27.5% | +5.8% |
| YTD | +17.5% | -32.1% | +49.6% | +28.7% |
| 1Y | +22.6% | -47.8% | +70.5% | +46.5% |
| 3Y | +116.3% | -22.1% | +138.4% | +116.5% |
| 5Y | +157.6% | +1.8% | +155.8% | +133.1% |
| All | +157.6% | +2.7% | +154.9% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling