+111.8%
KMI vs ACM
+145.2%
-33.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -0.5% | -3.7% | +3.2% | +0.9% |
| 30D | +0.9% | -11.1% | +12.0% | +4.8% |
| 3M | 0.0% | -8.0% | +8.0% | +2.0% |
| 6M | -5.7% | -29.7% | +24.0% | +6.4% |
| YTD | +17.5% | -29.4% | +46.9% | +31.0% |
| 1Y | +22.3% | -46.4% | +68.7% | +51.9% |
| 3Y | +111.9% | -22.3% | +134.3% | +120.7% |
| 5Y | +151.8% | +4.5% | +147.4% | +126.5% |
| 10Y | +138.7% | +127.6% | +11.0% | +48.6% |
| All | +111.8% | +145.2% | -33.3% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling