+26.6%
KMI vs ADVB
-76.7%
+103.2%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -4.1% |
| 7D | -5.2% | -29.5% | +24.3% | -5.1% |
| 30D | +1.2% | -66.9% | +68.1% | +1.9% |
| 3M | +1.3% | -73.7% | +75.1% | +2.0% |
| 6M | -1.1% | -64.8% | +63.6% | 0.0% |
| YTD | +19.0% | -64.0% | +83.0% | +20.2% |
| 1Y | +26.6% | -77.0% | +103.6% | +27.6% |
| All | +26.6% | -76.7% | +103.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling