+118.0%
KMI vs ADM
+20.9%
+97.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.1% |
| 7D | -1.8% | +1.4% | -3.1% | -1.9% |
| 30D | +0.1% | +8.2% | -8.1% | -0.9% |
| 3M | +1.2% | +8.7% | -7.6% | 0.0% |
| 6M | -3.9% | +29.1% | -33.0% | -7.1% |
| YTD | +17.5% | +53.7% | -36.1% | +11.1% |
| 1Y | +22.6% | +43.2% | -20.6% | +16.9% |
| All | +118.0% | +20.9% | +97.0% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 3y: compounded portfolio wealth divided by compounded ADM 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…
3y analysis · Full analysis span regression · 6 months rolling