+23.0%
KMI vs ADVB
-61.6%
+84.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +42.7% | -41.3% | +0.9% |
| 7D | +6.0% | +74.2% | -68.2% | +5.4% |
| 30D | -3.4% | -35.9% | +32.5% | -3.4% |
| 3M | +1.8% | -56.4% | +58.2% | +2.0% |
| 6M | +0.4% | -36.7% | +37.2% | +1.1% |
| YTD | +20.8% | -43.3% | +64.2% | +21.3% |
| 1Y | +23.0% | -63.4% | +86.4% | +23.4% |
| All | +23.0% | -61.6% | +84.6% | +23.4% |
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