+134.8%
KMI vs ACWI
+226.0%
-91.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.3% |
| 7D | -0.4% | +1.1% | -1.4% | -1.3% |
| 30D | +3.7% | -0.2% | +3.9% | +3.7% |
| 3M | +3.2% | +4.7% | -1.5% | -1.5% |
| 6M | -3.0% | +14.5% | -17.5% | -15.2% |
| YTD | +19.7% | +14.6% | +5.0% | +4.2% |
| 1Y | +25.6% | +21.4% | +4.2% | +3.4% |
| 3Y | +120.2% | +77.6% | +42.6% | +23.9% |
| 5Y | +160.5% | +68.1% | +92.4% | +53.1% |
| 10Y | +134.8% | +226.1% | -91.3% | -37.3% |
| All | +134.8% | +226.0% | -91.2% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling