+115.7%
KMI vs AEIS
+1,828.4%
-1,712.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +1.3% |
| 7D | -0.4% | +8.1% | -8.5% | -1.9% |
| 30D | +3.7% | -11.1% | +14.8% | +5.7% |
| 3M | +3.2% | -5.6% | +8.8% | +2.3% |
| 6M | -3.0% | -0.6% | -2.3% | -6.0% |
| YTD | +19.7% | +38.0% | -18.4% | +7.3% |
| 1Y | +25.6% | +87.2% | -61.6% | +4.4% |
| 3Y | +120.2% | +179.7% | -59.5% | +61.6% |
| 5Y | +160.5% | +241.7% | -81.3% | +77.6% |
| 10Y | +134.8% | +547.2% | -412.4% | +28.4% |
| All | +115.7% | +1,828.4% | -1,712.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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