+157.6%
KMI vs ADM
+67.1%
+90.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.4% |
| 7D | -1.8% | +1.4% | -3.1% | -2.1% |
| 30D | +0.1% | +8.2% | -8.1% | -1.9% |
| 3M | +1.2% | +8.7% | -7.6% | -1.1% |
| 6M | -3.9% | +29.1% | -33.0% | -10.3% |
| YTD | +17.5% | +53.7% | -36.1% | +4.5% |
| 1Y | +22.6% | +43.2% | -20.6% | +10.8% |
| 3Y | +116.3% | +21.4% | +94.9% | +104.8% |
| 5Y | +157.6% | +67.1% | +90.5% | +105.2% |
| All | +157.6% | +67.1% | +90.5% | +105.2% |
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