+149.8%
KMI vs ADM
+23.4%
+126.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +6.0% | +0.7% | +5.3% | +5.8% |
| 30D | -3.4% | -14.7% | +11.3% | +0.3% |
| 3M | +1.8% | -10.4% | +12.2% | +4.2% |
| 6M | +0.4% | -10.9% | +11.4% | +2.8% |
| YTD | +20.8% | +26.0% | -5.2% | +12.8% |
| 1Y | +23.0% | +26.5% | -3.5% | +14.6% |
| 3Y | +123.3% | +8.2% | +115.1% | +113.5% |
| 5Y | +149.8% | +24.0% | +125.8% | +119.2% |
| All | +149.8% | +23.4% | +126.4% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling