+115.7%
KMI vs ADM
+267.6%
-151.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +3.7% | +11.0% | -7.4% | -0.9% |
| 3M | +3.2% | +6.0% | -2.8% | +0.3% |
| 6M | -3.0% | +26.9% | -29.9% | -13.2% |
| YTD | +19.7% | +50.0% | -30.4% | -0.7% |
| 1Y | +25.6% | +39.6% | -14.0% | +6.9% |
| 3Y | +120.2% | +18.5% | +101.7% | +93.9% |
| 5Y | +160.5% | +62.6% | +97.9% | +90.1% |
| 10Y | +134.8% | +162.4% | -27.6% | +30.1% |
| All | +115.7% | +267.6% | -151.9% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling