+112.3%
KMI vs ACM
+161.4%
-49.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | -5.1% | +6.6% | -11.7% | -7.5% |
| 30D | -3.1% | +19.8% | -22.9% | -9.9% |
| 3M | +0.2% | -3.1% | +3.4% | +0.4% |
| 6M | +1.1% | -11.5% | +12.6% | +3.9% |
| YTD | +17.7% | -24.7% | +42.4% | +27.6% |
| 1Y | +19.6% | -45.1% | +64.7% | +47.1% |
| 3Y | +117.6% | -8.9% | +126.5% | +111.6% |
| 5Y | +143.1% | +5.4% | +137.7% | +118.5% |
| 10Y | +142.0% | +131.1% | +11.0% | +49.3% |
| All | +112.3% | +161.4% | -49.2% | +15.4% |
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