+115.7%
KMI vs AEE
+543.0%
-427.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.4% |
| 7D | -0.4% | +1.3% | -1.7% | -0.9% |
| 30D | +3.7% | -1.2% | +4.9% | +4.2% |
| 3M | +3.2% | +1.0% | +2.1% | +2.7% |
| 6M | -3.0% | -2.3% | -0.7% | -2.2% |
| YTD | +19.7% | +9.1% | +10.5% | +15.0% |
| 1Y | +25.6% | +10.6% | +15.1% | +19.9% |
| 3Y | +120.2% | +48.5% | +71.7% | +85.0% |
| 5Y | +160.5% | +39.9% | +120.6% | +122.8% |
| 10Y | +134.8% | +185.7% | -50.9% | +47.6% |
| All | +115.7% | +543.0% | -427.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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