+26.9%
KMI vs ADVB
-89.4%
+116.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.6% | -1.7% |
| 7D | -1.8% | -13.0% | +11.2% | -1.5% |
| 30D | +0.1% | +7.5% | -7.4% | -0.1% |
| 3M | +1.2% | +129.1% | -128.0% | -0.4% |
| 6M | -3.9% | +71.7% | -75.6% | -5.5% |
| YTD | +17.5% | +45.5% | -28.0% | +15.8% |
| 1Y | +22.6% | -2.7% | +25.4% | +21.3% |
| All | +26.9% | -89.4% | +116.2% | +42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling