+154.3%
KMI vs ACWI
+224.5%
-70.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | +6.5% | +2.4% | +4.1% | +4.3% |
| 30D | -3.4% | -1.7% | -1.8% | -2.2% |
| 3M | +0.4% | -3.9% | +4.3% | +3.6% |
| 6M | -0.9% | +0.8% | -1.7% | -2.7% |
| YTD | +20.5% | +11.0% | +9.4% | +7.6% |
| 1Y | +23.2% | +13.1% | +10.1% | +8.1% |
| 3Y | +121.6% | +73.9% | +47.7% | +26.9% |
| 5Y | +149.1% | +59.0% | +90.1% | +54.6% |
| All | +154.3% | +224.5% | -70.1% | -32.8% |
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