+139.6%
KMI vs ACWI
+226.8%
-87.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -0.2% |
| 7D | -6.5% | +0.3% | -6.9% | -6.9% |
| 30D | -5.1% | -2.8% | -2.2% | -2.9% |
| 3M | 0.0% | -3.2% | +3.1% | +2.4% |
| 6M | -0.9% | +1.3% | -2.2% | -3.0% |
| YTD | +15.4% | +11.2% | +4.2% | +2.9% |
| 1Y | +19.5% | +13.8% | +5.7% | +4.3% |
| 3Y | +116.3% | +76.2% | +40.1% | +22.3% |
| 5Y | +136.6% | +59.5% | +77.1% | +46.4% |
| 10Y | +139.6% | +222.2% | -82.6% | -37.2% |
| All | +139.6% | +226.8% | -87.3% | -37.2% |
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