+129.5%
KMI vs AEM
+378.0%
-248.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -1.7% | -2.1% | +0.4% | -1.5% |
| 30D | -2.7% | +8.4% | -11.2% | -4.1% |
| 3M | -0.7% | +27.3% | -28.0% | -4.4% |
| 6M | -5.0% | -9.7% | +4.7% | -4.4% |
| YTD | +15.5% | +19.0% | -3.5% | +10.8% |
| 1Y | +16.4% | +31.5% | -15.0% | +9.6% |
| 3Y | +114.2% | +338.7% | -224.5% | +64.1% |
| 5Y | +153.3% | +307.4% | -154.2% | +93.1% |
| All | +129.5% | +378.0% | -248.5% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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